[R] Kolmogorow-Smirnow-Test to check if Data comes from Subbotin distribution

Uwe Ligges ligges at statistik.tu-dortmund.de
Sat Dec 13 19:25:40 CET 2008

You have to problems:

a) You need the cumulative distribution function, hence I suggest to 
look at package "normalp" which offers function pnormp() (as well as 
dnormp and other related functions that might be of interest)
b) The KS test won't have much power given you are estimating the 
parameters of your distribution from the data.

Best wishes,
Uwe Ligges

Sara Sievert wrote:
> Hi, 
> I have a Data Set x and I want to check with a Kolmogorow-Smirnow-Test, if x comes from a Subbotin Distribution, whose density function is:
> function(x,location,scale,tail) # Exponential power (=Subbotin)
> {
>   const<- 2*scale*tail^(1/tail) *gamma(1+1/tail)
>   z<- (x-location)/scale
>   exp(-1/tail*abs(z)^tail)/const
> }
> How can i do this? Thank you
> --
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