hi all i would like to know if anyone has a reference on how one would place the "bands" on the pp plot. i want to test whether or not a certain data set comes from a particular distribution (not normal). i've already plotted F(X(j)) vs j/(n+1) where F(x) is the cum dist function, X(j) is the j'th order statistic and n is the sample size. a goole search gave arb references and thought some one one the list should definitely know how to solve this problem. thanking you in advance allan
Is qq.plot in package 'car' of use to you? I think that it requires your distribution to be one of those available in R. Peter Clark Allan wrote:> hi all > > i would like to know if anyone has a reference on how one would place > the "bands" on the pp plot. > > i want to test whether or not a certain data set comes from a particular > distribution (not normal). > > i've already plotted F(X(j)) vs j/(n+1) where F(x) is the cum dist > function, X(j) is the j'th order statistic and n is the sample size. > > a goole search gave arb references and thought some one one the list > should definitely know how to solve this problem. > > thanking you in advance > allan > > > ------------------------------------------------------------------------ > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html-- Peter Ehlers University of Calgary
To construct a nonparametric (1-alpha) confidence set for an arbitrary CDF F, you can use the Dvoretzky-Kiefer-Wolfowitz (DKW) inequality (e.g., see Wasserman, L. (2005). All of Statistics. 2nd, corr. printing. NY: Springer, p. 99). With n=sample size and eps=sqrt(log(2/alpha)/(2*n)), the lower and upper limits are pmax(F-eps ,0) and pmin(F+eps, 1). Disadvantage: the sample size must be large. Herwig -- Dr. Herwig Meschke Wissenschaftliche Beratung Hagsbucher Weg 27 D-89150 Laichingen phone +49 7333 210 417 / fax +49 7333 210 418 email HerwigMeschke at t-online.de> hi all > > i would like to know if anyone has a reference on how one would place > the "bands" on the pp plot. > > i want to test whether or not a certain data set comes from a particular > distribution (not normal). > > i've already plotted F(X(j)) vs j/(n+1) where F(x) is the cum dist > function, X(j) is the j'th order statistic and n is the sample size. > > a goole search gave arb references and thought some one one the list > should definitely know how to solve this problem. > > thanking you in advance > allan
Dr. Herwig Meschke wrote:> To construct a nonparametric (1-alpha) confidence set for an arbitrary > CDF F, you can use the Dvoretzky-Kiefer-Wolfowitz (DKW) inequality > (e.g., see Wasserman, L. (2005). All of Statistics. 2nd, corr. printing. > NY: Springer, p. 99). > With n=sample size and eps=sqrt(log(2/alpha)/(2*n)), > the lower and upper limits are pmax(F-eps ,0) and pmin(F+eps, 1). > Disadvantage: the sample size must be large. > > Herwig >There is also ecdf.ksCI in CRAN package sfsmisc. Kjetil