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RE: st: ksmirnov


From   "Guessab Houda" <houda.guessab@gre.generali.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: ksmirnov
Date   Tue, 21 Aug 2012 10:30:47 +0200

Dear Nick,

I can understand your point...you are absolutely right but i need just to know how to do it and then to prove that it's wrong (It was applied by a colleague with Matlab).to compare with a normal distribution we write: Ksmirnov x = norm(x-r(mean)/r(sd))

With student distribution 8 degrees, instead of norm (),we can put ttail(8, x) ? 

However, I appreciate your help and sorry to bother you...

Houda GUESSAB

 


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: lundi 20 août 2012 18:40
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: ksmirnov

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
distributions.

Nick

On Mon, Aug 20, 2012 at 5:16 PM, Guessab Houda
<houda.guessab@gre.generali.com> wrote:
> 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: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: lundi 20 août 2012 17:40
> To: statalist@hsphsun2.harvard.edu
> 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
> independence
>
> (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 <maartenlbuis@gmail.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
>>> degrees
>>> 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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