Koen Vermeer wrote: > > Hi, > > I want to test whether a set is drawn from a normal distribution. With a > Kolmogorov-Smirnov test, I can do this for known mean and variance. The > Lilliefors test is essentially the same, but for unknown mean and variance > (thus estimated from the data). > Now, in my case, I have a known mean (zero) and unknown variance, meaning > that my situation is somewhere in between Kolmogorov-Smirnov and > Lilliefors. Is there a separate test for this?
Not that I know of, but there's a lot of things I don't know. :-) > I haven't checked the > Lilliefors paper yet, so maybe I am able to partly follow the paper and > come up with a similar result for known mean and unknown variance, but if > someone else has already done it, I'd rather use those results. > > Any comments on this? > > Regards, > Koen Vermeer I'd run both using your known mean and an estimate of the variance and see what the results are. If your set passes both with flying colors I wouldn't worry about it. If both are marginal or it fails one then maybe you need to examine the situation further. Here's a reference about an order statistic I developed which can be used to test data against assumed distributions: Martin, R. L., "A Statistic Useful for Characterizing Probability Distributions, with Application to Rain Rate Data", J. Appl. Meteor., 28, 354 (1989). I don't know if it would be useful in your case or not. I could send you a reprint if you don't have access to _Journal of Applied Meteorology_. Regards, Russell . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
