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RE: st: ksmirnov

From   "Guessab Houda" <>
To   <>
Subject   RE: st: ksmirnov
Date   Mon, 20 Aug 2012 18:16:13 +0200

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?   



-----Original Message-----
From: [] On Behalf Of Nick Cox
Sent: lundi 20 août 2012 17:40
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
 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 <> 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.
> -- Maarten
> ---------------------------------
> Maarten L. Buis
> Reichpietschufer 50
> 10785 Berlin
> Germany
> ---------------------------------
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