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d'agost
2008 Sep 22
1
Statistical question re assessing fit of distribution functions.
I am in a situation where I have to fit a distrution, such as cauchy or
normal, to an empirical dataset. Well and good, that is easy.
But I wanted to assess just how good the fit is, using ks.test.
I am concerned about the following note in the docs (about the example
provided): "Note that the distribution theory is not valid here as we have
estimated the parameters of the normal