Dear R Users,
Suppose comparing two non-normal distributions is our interest. Like
distribution of financial time series, they are negative skewed with fat tail.
Which test can better help and in which pachage? ( For example in
goodness-of-fit) Kolmogorov-Smirnov test has its own incompatibility. Are
there for example Anderson-Darling or Kuiper statistics in R?
I'm grateful to any reply.
Amir
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