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2008 Aug 12
0
KS Test for Mixture of Distributions
...227.0 358.5 202.4 224.6 374.6 220.8 173.8 120.6 [121] 265.0 151.1 Having fitted with gamma mixture I obtain the following parameters: > param_of_2comp comp.1 comp.2 alpha 5.911165 95.662958 beta 30.455212 1.927715 > lmbd [1] 0.8058989 0.1941011 > ks <- ks.test(w,"gamma_pdf",lmbd,alpha,beta,noc) > print(ks$statistics[["D"]]) 0.80599 > print(ks$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 t...