P-value of a fitted distribution to observation?

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frankovaT
frankovaT 2020 年 3 月 17 日
コメント済み: Adam Danz 2020 年 3 月 21 日
I have an observation data set (of 300 observations). I fitted 5 different distribution on this data. I wish to check which distribution fits best to this observation. apart from using some goodness of fit measures (such as Root mean square or kolmograv-smirnov), i got to report the p value of my fitted distributions as well.
I dont understand this quite well. what does it mean to report a P value here? should i have different P value s for different goodness of fit measures, or should I have it between observation and distribution-based values? how should I calculate this mathematically?
I dont want a built in code in matlab, I want to know how it is done mathematically? should I sample from the data?
how big must the sample be? or is there any other procedure ? stat
  3 件のコメント
frankovaT
frankovaT 2020 年 3 月 18 日
Dear Adam, Thanks for your comment, actually it hepled me through my ocnfusion.
Adam Danz
Adam Danz 2020 年 3 月 21 日
Thanks for the feedback!

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回答 (1 件)

Jeff Miller
Jeff Miller 2020 年 3 月 18 日
kstest does return a p value as the second output. Maybe you are supposed to report that.

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