On Fri, 29 Aug 2003, kjetil brinchmann halvorsen wrote:

> But is it worth it to modify Kolmogorov-Smirnof fot estimated
> parameters? It has very low power anyhow. If the null hypothesis is
> "exponential distributio" (which is a scale family), what about using
> the quantile transformation twice
>
> new <- qnorm(pexp(old))

And if old is exponential, but not standard exponential?

url:    www.econ.uiuc.edu/~roger/my.html        Roger Koenker
email   [EMAIL PROTECTED]                       Department of Economics
vox:    217-333-4558                            University of Illinois
fax:    217-244-6678                            Champaign, IL 61820

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