R help - Dec 2002 - weibull test

Hello
What is the appropriate method to test if a given distribution is a
weibull
thank you
meriema

email
meriema.belaidouni at int-evry.fr

At 11:18 18/12/2002 +0100, vous avez ?crit:
>Hello
>What is the appropriate method to test if a given distribution is a
>weibull
>thank you
>meriema
>
>email
>meriema.belaidouni at int-evry.fr
You can use a Kolmogorov-Smirnov test. See ?ks.test where there is an 
example with a gamma distribution. You will probably need to estimate the 
parameters  of the Weibull which you can do with fitdistr() in package MASS.

However, I don't know if the distribution of the KS test will be the same 
if some parameters are estimated from the data or not (apparently, 
ks.test() doesn't do any correction). Someone on the list can help here.

Emmanuel Paradis

> -----Original Message-----
> From:	Meriema BELAIDOUNI 
> Sent:	Wednesday, December 18, 2002 11:19 AM
> To:	R-help at stat.math.ethz.ch
> Subject:	[R] weibull test
> 
> Hello
> What is the appropriate method to test if a given distribution is a
> weibull
> thank you
> meriema
	 

	[Dietrich Trenkler]  The following articles may be of interest for
you:

	@ARTICLE{Chandra81,
	  author = {M. Chandra and N.D. Singpurwalla and M.A. Stephens},
	  year = 1981,
	  title = {Kolmogorov Statistics for Tests of Fit for the
Extreme-Value and
	          Weibull Distributions},
	  journal = {Journal of the American Statistical Association},
	  volume = 76,
	  pages = {729--731},
	  keywords = {Extreme-Value Distribution; Goodness of Fit;
Kolmogorov-Smirnov
	             Tests; Kuiper Statistic; Weibull Distribution}
	}                                                                


	@ARTICLE{Lockhart94,
	  author = {Richard A. Lockhart and Michael A. Stephens},
	  year = 1994,
	  title = {Estimation and Tests of Fit for the Three-Parameter
Weibull
	          Distribution},
	  journal = {Journal of the Royal Statistical Society B},
	  volume = 56,
	  pages = {491--500},
	  keywords = {Empirical Distribution Function; Empirical
Distribution Function
	             Tests; Goodness of Fit; Reliability; Survival Analysis}
	}

	Hope this helps.

	D. Trenkler

--
Dietrich Trenkler   Universit?t Osnabr?ck                                  
FB Wirtschaftswissenschaften           
Rolandstr.8              D-49069 Osnabr?ck

dtrenkler at nts6.oec.uni-osnabrueck.de