[R] Compare two Power law or Exponential distributions
bolker at ufl.edu
Wed Apr 19 22:24:20 CEST 2006
Emmanuel Levy <emmanuel.levy <at> gmail.com> writes:
> Dear All,
> I'd like to compare exponential or power-law distributions.
> To do so, people are often referred to the ks.test. However,
> I imagine ks.test wouldn't be as powerful as a test specifically
> designed for a distribution type.
> So my question is, is there a more specific test for each of
> these distribution? (exponential or power-law)
assuming that you've got a data set with two groups, estimate
the parameters and find the maximum log-likelihood (minimum
negative log-likelihood) for (1) pooled data and (2) each group
separately. Add the negative log-likelihoods for the grouped
estimates. Use the likelihood ratio test to decide whether
the reduced model (all parameters equal) is significantly worse
than the full model (all parameters different).
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