Dear R Users, Suppose comparing two non-normal distributions is our interest. Like distribution of financial time series, they are negative skewed with fat tail. Which test can better help and in which pachage? ( For example in goodness-of-fit) Kolmogorov-Smirnov test has its own incompatibility. Are there for example Anderson-Darling or Kuiper statistics in R? I'm grateful to any reply. Amir --------------------------------- Get your email and more, right on the new Yahoo.com [[alternative HTML version deleted]]
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