Message-ID: <Pine.LNX.4.10.10003011254001.8515-100000@localhost.localdomain>
Date: 2000-03-01T13:01:46Z
From: Bill Simpson
Subject: Help please..
In-Reply-To: <Pine.LNX.4.10.10003011143510.840-100000@maruti.itm.hk-r.se>
On Wed, 1 Mar 2000, Ajit K Jena wrote:
>
> I am facing a peculiar problem and hope someone out there
> can comment on it.
>
> In goodness-of-fit tests for evaluation of distributions,
> there are three well-known methods:
>
> 1. Chi-square
> 2. Anderson-Darling
> 3. Kolmogorov-Sminrov
>
I would suggest you find the likelihood or some modified version of it
(AIC). If the model describes data well, the likelihood is big. Of course
you don't get a p-value, which in my book is a good thing. (Read the
manifesto: AWF Edwards (1972/1992), Likelihood, Johns Hopkins U Press)
Bill
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