In article <aspppu$nmg$[EMAIL PROTECTED]>, Koen Vermeer <[EMAIL PROTECTED]> wrote: >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. The Anderson-Darling test is as distribution free as the Kolmogorov-Smirnov. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Deptartment of Statistics, Purdue University [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
