From: Peter Dalgaard (email@example.com)
Date: Fri 07 May 2004 - 00:32:15 EST
"Janete Borges" <firstname.lastname@example.org> 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,
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
-- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (email@example.com) FAX: (+45) 35327907
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