[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: AW: ksmirnov

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: AW: ksmirnov
Date   Mon, 28 Sep 2009 15:39:46 +0100

You'd need to clone one or more existing programs, e.g. -qnorm-, -pnorm-
and replace code there with code specific to the t-distribution. 

I am not familiar with the etiquette on fitting t-distributions. Isn't
the df in effect a parameter to be estimated? Otherwise, there would
need to be some justification for using a particular df. 

[email protected] 

tzygmund mcfarlane

Thanks for your replies Martin & Nick.

Martin: My question was actually simpler - was my procedure correct?

That is, should the data be standardised by an estimate of the scale
before using the Kolmogorov-Smirnov procedure or is that not

Also, from the help file for chi2fit by Stas Kolenikov I could not
figure out how to implement it for a t-distribution. Any help will be

Nick: I am particularly interested in deviation from a t-distribution.
My data is almost certainly non-normal. I agree about the merits of
plotting it, but am not aware of any tools for my particular case. Any

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index