New answers tagged goodness-of-fit
5
votes
Can I use the Chi-square statistic to evaluate theoretical PDFs against an empirical dataset of 60,000 values?
Can you use $\chi^2$ test? Yes, it may work (but see later in the answer). But for that you will need to bin what are continuous theoretical PDF's or CDF's, as well as the data in your sample, and ...
- 3,292
6
votes
Accepted
Can I use the Chi-square statistic to evaluate theoretical PDFs against an empirical dataset of 60,000 values?
When you use the data to estimate the parameters of a distribution, then the usual simple goodness-of-fit tests (including the to-be-avoided chi-square, which requires binning the data and thus losing ...
- 97.7k
3
votes
Accepted
False negative rates of KS and AD tests are absurdly high
The test functions seem to use default parameter settings unless you specify them, which you do not. In the case of the log-normal, the default parameters corresponding to ...
- 65.7k
1
vote
Which goodness of fit test to test a sample of size one?
I think you will have issues with power, so only very extreme observations will be separable. If you can get more draws from the second group, that should help. Both approaches below are compatible ...
- 37.8k
1
vote
Which goodness of fit test to test a sample of size one?
About the only approach which comes to mind is to look at the proportion of this single value in your sample, or rather at the confidence interval (CI) of that proportion. Let's call this single ...
- 3,292
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