[R] determing the distribution of a sample data set etc..
Prof Brian Ripley
ripley at stats.ox.ac.uk
Sat Nov 13 16:10:18 CET 2004
On Sat, 13 Nov 2004, Ann Huxtable wrote:
> I have only recently started using R. I have two data samples that I want to
> carry out some initial explorative data analysis to:
> i). Determine the distribution of the data
> ii). Determine whether both datasets are from the same distribution.
> I have managed to create unit probability histograms and created qqplots for
> the data. I have attached one of the qqplots. It is clear that the data is
No plot made it to the list: see the posting guide for what attachments
> not from a normal distribution (it forms a convex curve underneath the
> straight line). the nature of the curve suggest the data is from either
> Chi-square or F distribution (if you think otherwise, I would appreciate your
> help in correcting my analysis).
> The point of this mail however, is how do I use R to:
> 1). Test if the data is from another distribution (F, Ch-Square etc.. )
> 2). How can I check if the samples are drawn from the same distribution?
I would use qqplots for both purposes. qqplot will plot one dataset
against another: see its examples. It will also plot against another
distribution: continuing that example
qqplot(y, qt(ppoints(200), df=5))
You could also compare two samples via the ecdfs and the
Kolmogorov-Smirnov test (examples in the MASS ch05.R script). But formal
testing is not much help unless you know what sort of differences are
interesting _a priori_ -- you would need enormous samples to distinguish
a t_5 from a t_4, for example.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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