New answers tagged goodness-of-fit
1
The variance of the sample cdf in the tails is smaller than near the median.
I assume we're talking about a one-sample Kolmogorov-Smirnov (though similar comments come into the two-sample case).
Specifically, the variance is proportional to $F(1-F)$, so as $F$ approaches $0$ or $1$ the variance goes to zero, and so does the standard error of the ecdf.
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answered Nov 27 at 2:31
Glen_b -Reinstate Monica
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0
TSS
TSS <- function(y){
y_ = mean(y)
y = y - y_
y = y^2
sum(y)
}
RSS
RSS <- function(error){
sum(error^2)
}
F-statistics
FS <- function(tss, rss, num_of_predictors, num_of_sample){
a=(tss-rss)/num_of_predictors
b = rss/(num_of_sample-num_of_predictors-1)
a/b
}
num_of_predictors = length(cars)-1
num_of_sample = length(y)
error = ...
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