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pem
2008 Dec 13
2
Kolmogorow-Smirnow-Test to check if Data comes from Subbotin distribution
Hi,
I have a Data Set x and I want to check with a Kolmogorow-Smirnow-Test, if x comes from a Subbotin Distribution, whose density function is:
function(x,location,scale,tail) # Exponential power (=Subbotin)
{
const<- 2*scale*tail^(1/tail) *gamma(1+1/tail)
z<- (x-location)/scale
exp(-1/tail*abs(z)^tail)/const
}
How can i do this? Thank you
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