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


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: How to test whether data follows Exp distribution?
Date   Wed, 7 Jul 2010 19:46:34 +0100

We're talking distributions here, not relationships. But yes, a quantile plot would be linear. 

Nick 
n.j.cox@durham.ac.uk 

reg jordan

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

"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

>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.

Maarten buis

>--- 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-.

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