Path: news.mathworks.com!not-for-mail
From: "wang wang" <pligly@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: chi-square two sample test
Date: Wed, 11 Jun 2008 07:06:02 +0000 (UTC)
Organization: The MathWorks, Inc.
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Peter Perkins <Peter.PerkinsRemoveThis@mathworks.com> 
wrote in message <g2lvan$1a3$1@fred.mathworks.com>...
> wang wang wrote:
> > I have a data set,and I estimate the parameters of a 
> > specified distribution,say the lognormal 
distribution,from 
> > that data set. Now I want to test the goodness of fit 
of 
> > that distribution to the data(notice particularly that 
the 
> > parameters of the distribution is estimated from the 
data 
> > set).Can anyone tell me whether the chi-square two 
sample 
> > test is adequate to do that or not?
> 
> Is there a reason why you want to use a two-sample 
test?  Your description 
> sounds like you want the usual chi-squared test against 
a parametric 
> distribution for which you have estimated the parameters.
> 
>
 Peter&#65292;thanks for your reply.The parametric distribution 
which I used to fit the data set does not have an 
analytical expression.Only it's characteristic function is 
known.So I think maybe I can use the two sample test.I 
donnot know whether this is correct, please tell me if 
it's wrong.
> 
> > And is there a 
> > exsiting function to do that work?  I have known that 
there
> > exist a function named'chi2gof'which can do the chi-
square 
> > goodness-of-fit test,but this function only tests 
whether 
> > the data comes from a normal distribution. 
> 
> That's not correct.  CHI2GOF allows you to specify any 
distribution you want, in 
>   a couple fo different ways.

yes,I made a mistake about this.