Re: st: ksmirnov

[Nick Cox <njcoxstata@gmail.com>]

Doing it won't prove it is wrong, or even a bad idea. Having said what
I said, I will not add more to this thread.

Nick

On Tue, Aug 21, 2012 at 9:30 AM, Guessab Houda
<houda.guessab@gre.generali.com> wrote:
> Dear Nick,
>
> I can understand your point...you are absolutely right but i need just to know how to do it and then to prove that it's wrong (It was applied by a colleague with Matlab).to compare with a normal distribution we write: Ksmirnov x = norm(x-r(mean)/r(sd))
>
> With student distribution 8 degrees, instead of norm (),we can put ttail(8, x) ?
>
> However, I appreciate your help and sorry to bother you...
>
> Houda GUESSAB
>
>
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: lundi 20 août 2012 18:40
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: ksmirnov
>
> I am disinclined to support what I guess is likely to be wrong in
> principle, but -help density functions- guides you on functions for t
> distributions.
>
> Nick
>
> On Mon, Aug 20, 2012 at 5:16 PM, Guessab Houda
> <houda.guessab@gre.generali.com> wrote:
>> Thank you nick,
>>
>> Apologies for posting anonymous question... this is such a good idea to make quantile quantile plot. The thing is that I have to use kormogolov smirnov but I really don't know how to apply it to a distribution with t with 8 d.f.Could you please help me?
>
>>
>>
>> Houda GUESSAB
>>
>>
>>
>>
>>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
>> Sent: lundi 20 août 2012 17:40
>> To: statalist@hsphsun2.harvard.edu
>> Subject: Re: st: ksmirnov
>>
>> Naturally I agree with Maarten on the point of list practice. He is
>> referring to an explicit request that posters use their full names.
>> 2.1.3 within http://www.stata.com/support/faqs/resources/statalist-faq/#tojoin
>>  means exactly what it says.
>>
>> On the substantive question,
>>
>> (1) if "series" means what I think it does, a time series of some
>> kind, then note that Kolmogorov-Smirnov tests tacitly assume mutual
>> independence
>>
>> (2) the most direct way of comparing a distribution with t with 8 d.f.
>> is a quantile-quantile plot.
>>
>> Example code to show how easy this is:
>>
>> sysuse auto, clear
>> egen rank = rank(mpg), unique
>> su mpg, meanonly
>> local N = r(N)
>> gen tquantile = -invttail(8, (rank - 0.5) / `N')
>> scatter mpg tquantile
>>
>>
>> On Mon, Aug 20, 2012 at 4:17 PM, Maarten Buis <maartenlbuis@gmail.com> wrote:
>>> On Mon, Aug 20, 2012 at 5:05 PM, houda wrote:
>>>> I m trying to find a simple way to test if a series is t-distributed with 8
>>>> degrees
>>>> of freedom using a Kolmogorov-Smirnov test, could you please help me?
>>>
>>> Policy on the statalist is not to post anonymous questions. This is
>>> clearly explained in the Statalist FAQ.
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
>
> Ai sensi del D.Lgs. 196/2003 si precisa che le informazioni contenute in questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora il messaggio in parola Le fosse pervenuto per errore, La invitiamo ad eliminarlo senza copiarlo e a non inoltrarlo a terzi, dandocene gentilmente comunicazione. Grazie.
>
> Pursuant to Legislative Decree No. 196/2003, you are hereby informed that this message contains confidential information intended only for the use of the addressee. If you are not the addressee, and have received this message by mistake, please delete it and immediately notify us. You may not copy or disseminate this message to anyone. Thank you.
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/