# How to test if my data follow any of the well-known distributions, using R?

I would like to know if my two-dimensional data set to follow any of the following distributions such as the mixed multivariate normal model, multivariate t model, multivariate non-central t model. Are there well-known tests to know if I may apply them to my data set?

• You can simulate data to follow any given distribution and then use ks.test to check if your data matches any of your simulated distributions. – Alex Firsov Mar 27 '17 at 14:43
• @Alex thank you very much, if so how may I simulate these distributions using what input values? they depend on the estimated values. Then the question would be how to estimate these input values based on the observed dataset? – rsc05 Mar 27 '17 at 15:27
• The distributions you're interested in can be simulated with the mvtnorm package. If you'd like to work with others, check out this question for simulating custom distributions. – Alex Firsov Mar 28 '17 at 0:54
• What for do you want to conduct such tests? – Tim Jul 11 '18 at 8:41