On Thu, 05 Dec 2002 22:24:29 +0000, R. Martin wrote: >> 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. :-)
That doesn't matter. Unless you ought to know of it, ofcourse... But that would imply it exist. > 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 That is true ofcourse. It very likely passes either both or none. But in a more academic context, I was interested in it. Lilliefors states that there is a 2/3 relationship between his values and the KS ones. I am wondering how much of that can be accounted to the estimation of the mean, and how much of it is due to estimating the standard deviation. > 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_. Our library seems to carry that journal. Maybe I'll look it up. Thanks for the help! Regards, Koen Vermeer . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
