Thanks for your advice Glen. CCC
"Glen Barnett" <[EMAIL PROTECTED]> wrote in message acs3bv$fsp$[EMAIL PROTECTED]">news:acs3bv$fsp$[EMAIL PROTECTED]... > > Chia C Chong <[EMAIL PROTECTED]> wrote in message > acro4s$72c$[EMAIL PROTECTED]">news:acro4s$72c$[EMAIL PROTECTED]... > > I have a random variable,X with 1000 samples (all discrete values). I want > > to test whether X can sastify a Poisson process or not. How should I test > > it? > > I assume you mean that you have one sample with 1000 observations. > > Firstly, I want to caution you against using hypothesis tests for goodness of > fit > of distributions in general. Usually it turns out that hypothesis tests aren't > actually > what is needed for the problem at hand (which you don't specify), so be sure > that it's really a hypothesis test that is what's required to answer your > underlying > question of interest! > > (To begin with, we already know the answer - the distribution from which the > data comes is not precisely Poisson, so the real question must be somewhat > different. Often, for example, the question of interest is more along the lines > of "How badly will my results be affected by the fact that the data doesn't > exactly come from a Poisson distribution?". That question /isn't/ answered by > hypothesis tests at all. There are some questions for which hypothesis tests > are a reasonable answer, it's just that people are not usually trying to get > answers to those questions.) > > As for how to test it, it depends on what your alternatives are. > > For example, if you want to test it against some overdispersed model that the > Poisson might be a special case of, you do something different than if you're > interested in testing against a general discrete alternative on the > non-negative > integers. > > Glen > > . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
