[R] help on ks.test

[Trenkler, Dietrich]

> -----Original Message-----
> From:	Peter Dalgaard 
> Sent:	Thursday, May 06, 2004 4:32 PM
> To:	Janete Borges
> Cc:	r-help at stat.math.ethz.ch
> Subject:	Re: [R] help on ks.test
> 
> "Janete Borges" <janeteborges at gmx.net> writes:
> 
> > Dear All
> > 
> > I need to test the goodness-of-fit of a (Negative) Exponential
> Distribution
> > to a dataset. The parameter of the distribution is unknown. What is the
> > appropriate test to do? I've tried the ks.test, although I think this
> > isn't the appropriate one, as I don't know the population parameter. 
> > Can anybody help me?
> >  
> > Thanks in advance,
> > Janete
> 
> The bias of the K-S test with estimated parameters is well known to be
> substantial, but I haven't heard about correction terms except (I
> think) for the normal distribution.
	 
	[Dietrich Trenkler]  There is a Lilliefors-version of the KS-test 
	for the exponential distribution. See e.g.

	@ARTICLE{Lilliefors69a,
	  author = {H. W. Lilliefors},
	  year = 1969,
	  title = {On the {K}olmogorov-{S}mirnov Test for Exponential
	           Distribution with Mean Unknown Variance Unknown},
	  journal = {Journal of the American Statistical Association},
	  volume = 64,
	  pages = {387--389},
	  keywords = {Lilliefors Test for Exponentiality; Goodness-of-Fit;
	             Kolmogorov's Test}
	}                                

	 or

	@ARTICLE{Mason86,
	  author = {Andrew L. Mason and C.B. Bell},
	  year = 1986,
	  title = {New {L}illiefors and {S}rinivasan Tables with
Applications},
	  journal = {Communications in Statistics, Part B--Simulation and
Computation},
	  volume = 15,
	  pages = {451--477},
	  comment = {BIB 2},
	  keywords = {Lilliefors Test; Goodness-of-Fit; Simulation}
	}              
	 
	HTH

	Let me stress that the KS-test may not be very powerful.

	 Dietrich