On Fri, 06 Dec 2002 12:14:30 +1100, Glen Barnett wrote: > I don't know of it being done, but Lilliefors just used simulation. You > could do the same if you wanted. (Another possibility: the Lilliefors > and the K-S statistics would provide bounds on your p-value. If the > p-value was bounded well away from your nominal significance level, > would you particularly need to know it exactly?)
It is likely that both tests give the same answer. But I was just wondering about it. Maybe most of the difference between both tests comes from either estimating the mean of the standard deviation. I don't know... > You may want to look at the Anderson-Darling test. In the goodness of > fit book by D'Agostino and Stephens, (I think, or it may have a > reference to a paper in which it can be found) they look at the > approximate asymptotic distribution of the A-D under estimation of 0, 1 > and 2 parameters, if I am remembering correctly (this is going back > about 13 years since I looked at it so I may be misremembering some > details). The dependence on the original distribution is apparently not > strong, so the test is approximately distribution-free. The asymptotics > kick in very rapidly (I think they suggest n=3 is sufficient). They give > tables that are based on a function of n and the usual A-D statistic. I am not very familiar with the Anderson-Darling test. I only know it is an alternative to KS and it is not distribution free. The last thing was the mean reason I wasn't considering it for the moment. Maybe I'll have a look at it in th near future. 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/ . =================================================================
