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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 15:21:36 +0200

Thank you very much nick and marten for your explanation and your help,that was very useful for me!

Houda GUESSAB


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis
Sent: mardi 21 août 2012 14:55
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: ksmirnov

On Tue, Aug 21, 2012 at 1:59 PM, Guessab Houda wrote:
> Nick told me that it's not correct to use kormogolv smirnov to compare the shape of series with a student distribution, is there another numerical method (not graphical)to do that?

Long standing members of this list will not be surprised that Nick and
I agree on this point. To put it in another way, you seem to want to
summarize difference between the shape of a variable and a theoretical
curve in one number. By necessity this will throw away a huge amount
of information. Even if you thought that that was acceptable, than
you'd still have to consider very carefully what that number is
measuring and what it is not measuring. In all likelihood it is not
measuring what you think it measures.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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