If one of the goals is the normality test, then there may be better alternatives to the Kolmogorov-Smirnov test. See an explanation on: http://graphpad.com/FAQ/viewfaq.cfm?faq=959
The R implementation: ?shapiro.test A casual search also turned this up: http://tolstoy.newcastle.edu.au/R/help/04/09/3201.html http://tolstoy.newcastle.edu.au/R/help/04/08/3121.html http://www.karlin.mff.cuni.cz/~pawlas/2008/MAI061/dagost.R Best, Timur -- Timur Shtatland, Ph.D. Senior Bioinformatics Scientist Agencourt Bioscience Corporation - A Beckman Coulter Company 500 Cummings Center, Suite 2450 Beverly, MA 01915 www.agencourt.com On Mon, Sep 22, 2008 at 12:26 PM, Ted Byers <[EMAIL PROTECTED]> wrote: > > I am in a situation where I have to fit a distrution, such as cauchy or > normal, to an empirical dataset. Well and good, that is easy. > > But I wanted to assess just how good the fit is, using ks.test. > > I am concerned about the following note in the docs (about the example > provided): "Note that the distribution theory is not valid here as we have > estimated the parameters of the normal distribution from the same sample" > > This implies I should not use ks.test(x,"pnorm",mean =1.187, sd =0.917), > where the numbers shown are estimated from 'x'. If this is so, how do I get > a correct test? I know I can not use different samples because of just how > different the parameters are from one sample to the next, so using > parameters estimated from the sample from week one to define the > distribution function for ks.test will give a poor fit for the data from > week two. And the sample size is small enough that I would not have > confidence in the parameters estimated from a portion of a samlpe to fit > against the remainder of the sample. > > Thanks > > Ted > > -- > View this message in context: > http://www.nabble.com/Statistical-question-re-assessing-fit-of-distribution-functions.-tp19611539p19611539.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
