> -----Original Message----- > From: Peter Dalgaard > Sent: Thursday, May 06, 2004 4:32 PM > To: Janete Borges > Cc: [EMAIL PROTECTED] > Subject: Re: [R] help on ks.test > > "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. [Dietrich Trenkler] There is a Lilliefors-version of the KS-test for the exponential distribution. See e.g.
@ARTICLE{Lilliefors69a, author = {H. W. Lilliefors}, year = 1969, title = {On the {K}olmogorov-{S}mirnov Test for Exponential Distribution with Mean Unknown Variance Unknown}, journal = {Journal of the American Statistical Association}, volume = 64, pages = {387--389}, keywords = {Lilliefors Test for Exponentiality; Goodness-of-Fit; Kolmogorov's Test} } or @ARTICLE{Mason86, author = {Andrew L. Mason and C.B. Bell}, year = 1986, title = {New {L}illiefors and {S}rinivasan Tables with Applications}, journal = {Communications in Statistics, Part B--Simulation and Computation}, volume = 15, pages = {451--477}, comment = {BIB 2}, keywords = {Lilliefors Test; Goodness-of-Fit; Simulation} } HTH Let me stress that the KS-test may not be very powerful. Dietrich ______________________________________________ [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