Quote:
Originally Posted by masque de Z
How many data points are we talking about here? Dozens, hundreds, thousands, millions?
thousands to millions (network requests)
Quote:
Originally Posted by masque de Z
Do you know the potential set of distribution functions that can be the data coming from or is it completely unknown? Do you start knowing basically nothing?
It's very close to an exponential distribution, but not quite; it tends to produce more small values.
Quote:
Originally Posted by masque de Z
Cant you plot if you have many data points a histogram of sufficiently small bin size and then do a numerical Fourier series fit of the resulting step functions or get some polynomial fit or some polynomial times exponential fit ? Then use the resulting series as your probability distribution function (then integrate etc) to simulate properly a new set of point?
Isn't that essentially what stremba suggested? The thing is I already came up with something which is similar to what you suggested, and seems to work, but it feels like someone should have come up with that already, as it looks somewhat fundamental. While I have a mathematics degree, Statistics & Probability were never my strong suit, so I hoped the Statistics-savvy 2+2ers here might recognize some standard solution to this problem. Maybe it's just an application not many people need?