[R] Kolmogorow-Smirnow-Test to check if Data comes from Subbotin distribution
Uwe Ligges
ligges at statistik.tu-dortmund.de
Sat Dec 13 19:25:40 CET 2008
You have to problems:
a) You need the cumulative distribution function, hence I suggest to
look at package "normalp" which offers function pnormp() (as well as
dnormp and other related functions that might be of interest)
b) The KS test won't have much power given you are estimating the
parameters of your distribution from the data.
Best wishes,
Uwe Ligges
Sara Sievert wrote:
> Hi,
> I have a Data Set x and I want to check with a Kolmogorow-Smirnow-Test, if x comes from a Subbotin Distribution, whose density function is:
>
> function(x,location,scale,tail) # Exponential power (=Subbotin)
> {
> const<- 2*scale*tail^(1/tail) *gamma(1+1/tail)
> z<- (x-location)/scale
> exp(-1/tail*abs(z)^tail)/const
> }
>
> How can i do this? Thank you
> --
>
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