[R] Kolmogorov-Smirnof test for lognormal distribution with estimated parameters

[Vito Ricci]

Hi Kwabena,

in addition to my preview reply:

you can use some normality test included in nortest
package transfroming log-normal data in normal data
using log-transformation.

See:
http://cran.r-mirror.de/src/contrib/Descriptions/nortest.html

ad.test  Anderson-Darling test for normality
cvm.test Cramer-von Mises test for normality
lillie.test Lilliefors (Kolmogorov-Smirnov) test for  
                     normality 
Pearson.test Pearson chi-square test for normality
sf.test    Shapiro-Francia test for normality

Best Regards,

Vito


you wrote:

Hello all,

Would somebody be kind enough to show me how to do a
KS test in R for a
lognormal distribution with ESTIMATED parameters. The
R function
ks.test()says "the parameters specified must be
prespecified and not
estimated from the data" Is there a way to correct
this when one uses
estimated data?

Regards,

Kwabena.

--------------------------------------------
Kwabena Adusei-Poku
University of Goettingen
Institute of Statistics and Econometrics
Platz der Goettingen Sieben 5
37073 Goettingen
Germany
Tel: +49-(0)551-394794

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