[R] ks.test()

Roger Koenker roger at ysidro.econ.uiuc.edu
Sat Aug 30 03:19:59 CEST 2003


On Fri, 29 Aug 2003, kjetil brinchmann halvorsen wrote:

> But is it worth it to modify Kolmogorov-Smirnof fot estimated
> parameters? It has very low power anyhow. If the null hypothesis is
> "exponential distributio" (which is a scale family), what about using
> the quantile transformation twice
>
> new <- qnorm(pexp(old))

And if old is exponential, but not standard exponential?

url:	www.econ.uiuc.edu/~roger/my.html	Roger Koenker
email	rkoenker at uiuc.edu			Department of Economics
vox: 	217-333-4558				University of Illinois
fax:   	217-244-6678				Champaign, IL 61820




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