Thanks Duncan. The person didn't mention the exponential in their private email to me so I was pretty confused. Now, I'm unconfused.


On Sat, May 24, 2008 at 10:02 PM, Duncan Murdoch wrote:

[EMAIL PROTECTED] wrote:
The context is "goodness-of-fit techniques"

Suppose I want to know whether a sample of data comes from say an exponential distribution or not.

I have a test statistic T, but I do not know its cummulative distribution.

Suppose an observed value of T is t

How do I find the p-value in this case by simulation?

that is how do I find P(T>t)


Simulate 1000 (or 100000) values of T for which the null is true, and see where t falls in that distribution.

Duncan Murdoch

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