On Thu, 28 Aug 2003, franck allaire wrote: > With the Shifted Exponential test, H_0 is "data is a sample coming from a > Shifted Exponential distribution with shift=30 and lambda = 0.001566907"
You got that after looking at the data. H_0 has to be specified before looking at the data. > >You appear to be applying the KS test after estimating parameters. > > I do in order to define H_0 as explained above That's invalid. > >The distribution theory is for an iid sample from a known continuous > >distribution (and does not otherwise depend on the distribution). > > That's what I thougth but this is not what I understand reading: Learn not to believe everything you read on the Web. > >Since your H_0 is not pre-specified, that distribution theory is not > >correct. > > please see above Rather, please take careful note yourself. > >(Some corrections have been worked out for say ML fitting of exponential > >and normal distributions -- by Michael Stephens as I recall.) > >Also, your `truncated LogNormal' does not appear to be truncated, rather > >to be shifted. That's the same thing for an exponential (for a positive > >shift), but not for any other distribution. > > Thanks for this clarification > > >And what is the H_0 and H_1 used in the article? > > H_1 is that the sample is not coming from the specified distribution in H_0 Not so: perhaps an iid sample from some other continuous distribution? -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help