[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Pareto v. lognormal
On 3/6/07, Austin Nichols <email@example.com> wrote:
Stas, Patrick, et al.--
The rationale for using ln(f(x)) instead of ln(1-F) is that I can
write down ln(f(x)) for both the Pareto and lognormal families, and I
can't write down F for the lognormal.
hmm... norm( (ln(x) - mu)/sigma ), in Stata's probability distributions slang?
There's a wealth of theory and tests behind various versions of
quantile plots (NJC mentioned some of those and their implementations
in Stata), and I tend to think those are more reputable than tests
based on kernel estimates, for which you have non-parametric
convergence rates, and need to worry about the optimal bandwidths. So
the theory and inference is moderately ugly there.
* For searches and help try: