"Janete Borges" <[EMAIL PROTECTED]> writes: > Dear All > > I need to test the goodness-of-fit of a (Negative) Exponential Distribution > to a dataset. The parameter of the distribution is unknown. What is the > appropriate test to do? I've tried the ks.test, although I think this > isn't the appropriate one, as I don't know the population parameter. > Can anybody help me? > > Thanks in advance, > Janete
The bias of the K-S test with estimated parameters is well known to be substantial, but I haven't heard about correction terms except (I think) for the normal distribution. Embedding the exponential distribution as a hypothesis in a larger class of distributions (e.g. Gamma or Weibull) might be a useful way to proceed. -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
