Dear R'ers I am trying to use some distribution to test the hypothesis on my prediction error. Given a large numbe of sample data with unknown distribution, I first find some funtion to make regression. Now for each new data point, I can calculate the prediction error xi. So how to represent the SPE = sum_{xi^2} in a general and reliable way with some statistics, like chi-square, t? Please give me some advice or reference books on this topic.
Thanks for your time and attention. Fred ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help