Hello Chia,
No actually they are used to extract the distribution from the data.
They do this by a process known as resampling.
Clay
Chia C Chong wrote:
>
> Hi!!
>
> Thanks for your reply...do you mean that Jackknife and Bootstrapping methods
> area also some kind of goodness-of-fit tests??
>
> Cheers,
> CCC
>
> "Clay S. Turner" <[EMAIL PROTECTED]> wrote in message
> [EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> >
> > You have probably thought of this, but the age old standard is the Chi
> > Square test.
> >
> > One thing about empirical distributions is that they may not be one of
> > the standard forms. This is why the Jackknife method and then later the
> > Bootstrapping methods were developed. Thus you can extract the
> > distribution for your data set.
> >
> > Clay
> >
> >
> >
> > Chia C Chong wrote:
> > >
> > > Hi!
> > >
> > > Any idea where can I get good reference about the Cramer-von-Mises
> > > criterion??
> > >
> > > I am trying to test the goodness-of-fit between the some theoretical
> > > distributions with the emprical distribution om my data.
> > >
> > > Any other suggestions on goodness-of-fit tests are welcomed and
> > > appreciated....
> > >
> > > Thanks.
> > >
> > > Cheers,
> > > CCC
> >
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