[R] Help please..

Bill Simpson wsi at gcal.ac.uk
Wed Mar 1 14:01:46 CET 2000

On Wed, 1 Mar 2000, Ajit K Jena wrote:
> I am facing a peculiar problem and hope someone out there
> can comment on it.
> In goodness-of-fit tests for evaluation of distributions,
> there are three well-known methods:
> 	1. Chi-square
> 	2. Anderson-Darling
> 	3. Kolmogorov-Sminrov
I would suggest you find the likelihood or some modified version of it
(AIC). If the model describes data well, the likelihood is big. Of course
you don't get a p-value, which in my book is a good thing. (Read the
manifesto: AWF Edwards (1972/1992), Likelihood, Johns Hopkins U Press)


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