[R] ks.test()

[franck allaire]

With the Shifted Exponential test, H_0 is "data is a sample coming from a 
Shifted Exponential distribution with shift=30 and lambda = 0.001566907"

>You appear to be applying the KS test after estimating parameters.

I do in order to define H_0 as explained above

>The distribution theory is for an iid sample from a known continuous
>distribution (and does not otherwise depend on the distribution).

That's what I thougth but this is not what I understand reading:
http://www.isi.edu/~kclan/paper/ramp/node11.html

>Since your H_0 is not pre-specified, that distribution theory is not 
>correct.

please see above

>(Some corrections have been worked out for say ML fitting of exponential
>and normal distributions -- by Michael Stephens as I recall.)
>Also, your `truncated LogNormal' does not appear to be truncated, rather
>to be shifted.  That's the same thing for an exponential (for a positive
>shift), but not for any other distribution.

Thanks for this clarification

>And what is the H_0 and H_1 used in the article?

H_1 is that the sample is not coming from the specified distribution in H_0