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st: Re: RE: goodness-of-fit test for lognormal distribution


From   "Syed Gillani" <syed@saudionline.com.sa>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: RE: goodness-of-fit test for lognormal distribution
Date   Mon, 31 May 2004 07:30:01 +0300

Thanks Kieran,

The problem is that I have around 6,000 observations and Shapiro-Wilk reject
the null hypothesis of normality after all transformations, even ln(x).
I wnated to test whether the original distribution is really lognormal,
although it certainly looks like one.
For that, I wanted to use Kolmogorov-Smirnov test but it need definition of
the distribution being tested.
I do not know how to define lognormal distribution for ksmirnov. Would
really apperciate help there.

Syed
----- Original Message -----
From: "Kieran McCaul" <K.McCaul@curtin.edu.au>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, May 31, 2004 3:59 AM
Subject: st: RE: goodness-of-fit test for lognormal distribution


> If your variable is x and you suspect it is lognormal, then ln(x) should
be
> normal.
> You could check this by looking at a histogram of ln(x) with a normal
> distribution overlaid.  Check skewness and kurtosis.  Have a look at a Q-Q
> plot.  Run a Kolmogorov-Smirnov test or Shapiro-Wilks test.
>
> The usual sort of stuff you would do when checking normality of a
variable.
>
> Kieran
>
> -----Original Message-----
> From: Syed Gillani [mailto:syed@saudionline.com.sa]
> Sent: Monday, 31 May 2004 4:13 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: goodness-of-fit test for lognormal distribution
>
>
> Dear all,
>
> How can I test whether a variable is lognormally distributed?
>
> Syed
>
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>


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