[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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