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Re: st: How to test whether data follows Exp distribution?


From   Abhimanyu Arora <[email protected]>
To   [email protected]
Subject   Re: st: How to test whether data follows Exp distribution?
Date   Wed, 7 Jul 2010 20:30:40 +0200

Hi
Just out of curiosity, can Ben Jann's -reldist- command be useful for
the purpose?
Abhimanyu

On Wed, Jul 7, 2010 at 8:01 PM, Lachenbruch, Peter
<[email protected]> wrote:
> If I recall my basic math stat, log(Y) should be uniform if Y is exponential.  So you could check it that way.  A very simple idea would be to bin the logs and do a chi-squared gof test.
>
> Tony
>
> Peter A. Lachenbruch
> Department of Public Health
> Oregon State University
> Corvallis, OR 97330
> Phone: 541-737-3832
> FAX: 541-737-4001
>
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Maarten buis
> Sent: Tuesday, July 06, 2010 11:39 PM
> To: [email protected]
> Subject: Re: st: How to test whether data follows Exp distribution?
>
> --- On Wed, 7/7/10, Jabr, Wael M wrote:
>> I am trying to find if the variable I
>> have follows an exponential distribution.
>
> You can use -hangroot- to check an empirical
> distribution against, among others, an
> exponential distribution. To install it type
> in Stata -ssc install hangroot-.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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