Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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 19:44:55 +0100

As I understand it, -reldist- could be useful with preliminary work. But other approaches suggested to date are simpler and more direct for the question asked. 

While I am it, Tony's suggestion to me makes most sense if subsequently you are going to work with a log transform of the variable. Both procedures he mentioned are very indulgent of irregularities in the far tail. That may be exactly appropriate, or the opposite, depending on what follows. 

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

Abhimanyu Arora

Just out of curiosity, can Ben Jann's -reldist- command be useful for
the purpose?

On Wed, Jul 7, 2010 at 8:01 PM, Lachenbruch, Peter

> 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-.
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index