Re: [R] help on ks.test

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From: Peter Dalgaard (p.dalgaard@biostat.ku.dk)
Date: Fri 07 May 2004 - 00:32:15 EST


Message-id: <x2isf9k4nk.fsf@biostat.ku.dk>


"Janete Borges" <janeteborges@gmx.net> 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
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907

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