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Re: st: Fit chi2 as in gammafit


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fit chi2 as in gammafit
Date   Wed, 31 Aug 2011 09:19:12 +0200

On Tue, Aug 30, 2011 at 10:19 PM, Nick Cox wrote:
> Ho hum. A conservative might want the free parameter to be integer-valued.

That pretty much depends on how you think about the Chi square
distribution. If you think of it as the sum of nu squared independent
standard normal variables than it makes sense to constrain nu to be an
integer. If you think of it as just a skewed distribution with mean nu
(and variance 2*nu) than nu can be any positive number.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
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