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Re: st: ksmirnov
Nick Cox <email@example.com>
Re: st: ksmirnov
Mon, 20 Aug 2012 17:40:10 +0100
I am disinclined to support what I guess is likely to be wrong in
principle, but -help density functions- guides you on functions for t
On Mon, Aug 20, 2012 at 5:16 PM, Guessab Houda
> Thank you nick,
> Apologies for posting anonymous question... this is such a good idea to make quantile quantile plot. The thing is that I have to use kormogolov smirnov but I really don't know how to apply it to a distribution with t with 8 d.f.Could you please help me?
> Houda GUESSAB
> -----Original Message-----
> From: firstname.lastname@example.org [mailto:email@example.com] On Behalf Of Nick Cox
> Sent: lundi 20 août 2012 17:40
> To: firstname.lastname@example.org
> Subject: Re: st: ksmirnov
> Naturally I agree with Maarten on the point of list practice. He is
> referring to an explicit request that posters use their full names.
> 2.1.3 within http://www.stata.com/support/faqs/resources/statalist-faq/#tojoin
> means exactly what it says.
> On the substantive question,
> (1) if "series" means what I think it does, a time series of some
> kind, then note that Kolmogorov-Smirnov tests tacitly assume mutual
> (2) the most direct way of comparing a distribution with t with 8 d.f.
> is a quantile-quantile plot.
> Example code to show how easy this is:
> sysuse auto, clear
> egen rank = rank(mpg), unique
> su mpg, meanonly
> local N = r(N)
> gen tquantile = -invttail(8, (rank - 0.5) / `N')
> scatter mpg tquantile
> On Mon, Aug 20, 2012 at 4:17 PM, Maarten Buis <email@example.com> wrote:
>> On Mon, Aug 20, 2012 at 5:05 PM, houda wrote:
>>> I m trying to find a simple way to test if a series is t-distributed with 8
>>> of freedom using a Kolmogorov-Smirnov test, could you please help me?
>> Policy on the statalist is not to post anonymous questions. This is
>> clearly explained in the Statalist FAQ.
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