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Hi, all

I have samples from data. I want to know specific distribution of these samples when the type of distribution and parameters are unknown.

1) Is there specific method for this? (except for chi-square, KS test and so on, I already know these)

2) I think four-moments approach seems nice but I don't know how can I calculate the empirical distribution from the samples by using four-moments. Does this function exist in R? Help me.

I hope one of you can help me.... Thank you.

Sincerely, Hye