Re: cramer-von-mises


David Winsemius a écrit :
jeremie <njphoto21@xxxxxxxx> wrote in
news:45d377f1$0$377$426a74cc@xxxxxxxxxxxx:

Hi folks,

I have found contradictory information on the Cramer Von Mises statistical test regarding the critical values to use:
1. http://www.weibull.com/RelGrowthWeb/Critical_Values_for_Cramer_von_Mise
s_Test.htm 2. http://rkb.home.cern.ch/rkb/AN16pp/node45.html

In 1, for a sample of size 30 the critical value is 0.33
In 2, for a sample of the same size, the critical value for W^2 is 0.743/30=0.0247667.

Do you have any hints on the one I should beleive?

Could it be that you are comparing (1) which is a specific application of the CVM to the case of one-sample data versus an assumed Poisson distribution to (2) which is a general result for any distribution? You should know the assumptions underlying the actual test statistic and assumed distribution that you are using. There is not just one CVM test, but many versions, just as there is not just one "chi-square test".

Here are some examples you may find entertaining:

http://stinet.dtic.mil/cgi-bin/GetTRDoc?AD=ADA262554&Location=U2&doc=GetTRDoc.pdf

http://www.hindawi.com/GetPDF.aspx?doi=10.1155/BSB/2006/85769

Thank you david,
I am trying to test, kind of automatically, if sets of data I have can be fitted with some known laws such as Pareto and exponential.
For the moment, I am using (2) but it seems that the critical values are too low which makes the test be too strict (almost all my tests fail but I can visually see that my curves are not that far from an exponential), I would need something more "flexible". That is why I was wondering if the critical values I am using are the good ones.
Do you have advices for me?
.

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