As far as I can recall, Kolmogorov-Smirnov test (Stata: ksmirnov) is
the uniformly most powerful test for comparison of an empirical to
fully known theoretical distributions, if there is no need to estimate
the parameters of the latter. It cannot answer your second question
though; it just says if the difference between the two distributions
is within the limits of sampling fluctuations.
Stas
On Tue, 2 Nov 2004 17:37:32 +0100, Nassar <[email protected]> wrote:
> Hi all,
>
> I have two distributions (observed) and several theoretical (built upon
> simulations), each is resumed into its own varaible (no expression)
> I'm looking for tests in order to establish whether
> - Reject/accept whether one theoretical distribution can describe the
> observed data..
> - Given degrees of freedom, which one describe "best" the observed data ?
> References, commands in Stata are highly welcome..
>
> Observed data are nominal, other are continuous
>
> Best regards
> Naji Nassar
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Stas Kolenikov
http://stas.kolenikov.name
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
