[R] help on ks.test

[Peter Dalgaard]

"Janete Borges" <janeteborges at gmx.net> 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,
> Janete

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
to proceed.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
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