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RE: st: How to test whether data follows Exp distribution?


From   drreg@earthlink.net
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: How to test whether data follows Exp distribution?
Date   Wed, 7 Jul 2010 14:42:27 -0400 (EDT)

I could also be wrong, but if Y is exponential, then wouldn't log(Y) be linear?

reg jordan


-----Original Message-----
>From: "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
>Sent: Jul 7, 2010 2:01 PM
>To: "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
>Subject: RE: st: How to test whether data follows Exp distribution?
>
>If I recall my basic math stat, log(Y) should be uniform if Y is exponential.  So you could check it that way.  A very simple idea would be to bin the logs and do a chi-squared gof test.
>
>Tony
>
>Peter A. Lachenbruch
>Department of Public Health
>Oregon State University
>Corvallis, OR 97330
>Phone: 541-737-3832
>FAX: 541-737-4001
>
>
>-----Original Message-----
>From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
>Sent: Tuesday, July 06, 2010 11:39 PM
>To: statalist@hsphsun2.harvard.edu
>Subject: Re: st: How to test whether data follows Exp distribution?
>
>--- On Wed, 7/7/10, Jabr, Wael M wrote:
>> I am trying to find if the variable I
>> have follows an exponential distribution.
>
>You can use -hangroot- to check an empirical
>distribution against, among others, an
>exponential distribution. To install it type
>in Stata -ssc install hangroot-.
>
>Hope this helps,
>Maarten
>
>--------------------------
>Maarten L. Buis
>Institut fuer Soziologie
>Universitaet Tuebingen
>Wilhelmstrasse 36
>72074 Tuebingen
>Germany
>
>http://www.maartenbuis.nl
>--------------------------
>
>
>      
>
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