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From |
Antoine Terracol <terracol@univ-paris1.fr> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to test whether data follows Exp distribution? |

Date |
Wed, 07 Jul 2010 21:00:56 +0200 |

In fact, if Y is exponential(lambda), then exp(-lambda*Y) is uniform(0,1)

clear set obs 1000 scalar lambda=2 g var=-ln(runiform())/lambda // var~E(lambda) stset var sts graph, cumhaz g var2=exp(-var*lambda) quantile var2 aNTOINE On 07/07/2010 20:42, drreg@earthlink.net wrote:

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 -------------------------- * * 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/ * * 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/* * 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/

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**References**:**RE: st: How to test whether data follows Exp distribution?***From:*drreg@earthlink.net

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