Re: [R] Kolmogorov-Smirnof test for lognormal distribution with estimated parameters

2005-01-12 Thread Christoph Buser
Hi Kwabena I did once a simulation, generating normal distributed values (500 values) and calculating a KS test with estimated parameters. For 1 times repeating this test I got about 1 significant tests (on a level alpha=0.05 I'm expecting about 500 significant tests by chance) So I think if

Re: [R] Kolmogorov-Smirnof test for lognormal distribution with estimated parameters

2005-01-12 Thread Frank E Harrell Jr
Christoph Buser wrote: Hi Kwabena I did once a simulation, generating normal distributed values (500 values) and calculating a KS test with estimated parameters. For 1 times repeating this test I got about 1 significant tests (on a level alpha=0.05 I'm expecting about 500 significant tests by

Re: [R] Kolmogorov-Smirnof test for lognormal distribution with estimated parameters

2005-01-12 Thread Christian Hennig
For the KS-test of normality with estimated parameters see ?lillie.test in package nortest. Best, Christian On Wed, 12 Jan 2005, Christoph Buser wrote: Hi Kwabena I did once a simulation, generating normal distributed values (500 values) and calculating a KS test with estimated

[R] Kolmogorov-Smirnof test for lognormal distribution with estimated parameters

2005-01-11 Thread Kwabena Adusei-Poku
Hello all, Would somebody be kind enough to show me how to do a KS test in R for a lognormal distribution with ESTIMATED parameters. The R function ks.test()says the parameters specified must be prespecified and not estimated from the data Is there a way to correct this when one uses estimated