Displaying 1 result from an estimated 1 matches for "dcvdrfrh_3cm63hcfn".
2008 Aug 12
0
KS Test for Mixture of Distributions
...atistics[["D"]])
0.80599
> print(ks$p.value)
0
The problem is that over many datasets the ks.test() always
give Pvalue = 0 and very high "D" for testing multiple components.
Morever the plot I have, the two components fits well to the data.
http://docs.google.com/View?docid=dcvdrfrh_3cm63hcfn
(Gamma is at the bottom).
What's wrong with my approach above?
And this is the pdf function of gamma I used.
__BEGIN__
gamma_pdf <- function(x,lambda, alpha,beta, k){
temp<-NULL
al = alpha[1:k]
be = beta[1:k]
for(j in 1:k){
# each being gamm...