Tool for taking a bunch of data and guessing its statistical distribution?

Question

If I have a large sample of data (a vector of 10000 numbers or so), is there some tool that will look at the data and try to fit a number of common statistical distributions to the data and report on how good a fit each one is? If I have to specify the list of possible distributions myself, that's ok.

Answer 1

If you are looking for Statistics tools ... R would probably be the first choice - have a look at: www.r-project.org
Grab RStudio as an IDE install package Deducer and off you go with your analysis. Ah, and by the way it's all Open-Source / Freeware ...

Greetings, Walter