> -----Original Message-----
> From: Peter Dalgaard
> Sent: Thursday, May 06, 2004 4:32 PM
> To: Janete Borges
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] help on ks.test
>
> "Janete Borges" <janeteborges at gmx.net> writes:
>
> > Dear All
> >
> > I need to test the goodness-of-fit of a (Negative) Exponential
> Distribution
> > to a dataset. The parameter of the distribution is unknown. What is
the
> > appropriate test to do? I've tried the ks.test, although I think
this
> > isn't the appropriate one, as I don't know the population
parameter.
> > Can anybody help me?
> >
> > Thanks in advance,
> > Janete
>
> The bias of the K-S test with estimated parameters is well known to be
> substantial, but I haven't heard about correction terms except (I
> think) for the normal distribution.
[Dietrich Trenkler] There is a Lilliefors-version of the KS-test
for the exponential distribution. See e.g.
@ARTICLE{Lilliefors69a,
author = {H. W. Lilliefors},
year = 1969,
title = {On the {K}olmogorov-{S}mirnov Test for Exponential
Distribution with Mean Unknown Variance Unknown},
journal = {Journal of the American Statistical Association},
volume = 64,
pages = {387--389},
keywords = {Lilliefors Test for Exponentiality; Goodness-of-Fit;
Kolmogorov's Test}
}
or
@ARTICLE{Mason86,
author = {Andrew L. Mason and C.B. Bell},
year = 1986,
title = {New {L}illiefors and {S}rinivasan Tables with
Applications},
journal = {Communications in Statistics, Part B--Simulation and
Computation},
volume = 15,
pages = {451--477},
comment = {BIB 2},
keywords = {Lilliefors Test; Goodness-of-Fit; Simulation}
}
HTH
Let me stress that the KS-test may not be very powerful.
Dietrich
