Comments on: Goodness-of-fit tests
http://hea-www.harvard.edu/AstroStat/slog/2009/goodness-of-fit-tests/
Weaving together Astronomy+Statistics+Computer Science+Engineering+Intrumentation, far beyond the growing bordersFri, 01 Jun 2012 18:47:52 +0000hourly1http://wordpress.org/?v=3.4By: vlk
http://hea-www.harvard.edu/AstroStat/slog/2009/goodness-of-fit-tests/comment-page-1/#comment-910
vlkTue, 06 Oct 2009 20:25:24 +0000http://hea-www.harvard.edu/AstroStat/slog/?p=3748#comment-910I think the reason people hesitate to use these other tests is that over the years Statisticians have rather strongly suggested that these tests not be used for parameter estimation. If one doesn't use something to estimate the best-fit parameters, one would tend not to use it to verify goodness of fit either, especially since it can't be used to derive error bars. The K-S test also has the rep of not being very powerful -- even the improved versions like Anderson-Darling don't do as well as chisq. (This is not a mathematical theorem, it's just my impression developed over many years of using it.)I think the reason people hesitate to use these other tests is that over the years Statisticians have rather strongly suggested that these tests not be used for parameter estimation. If one doesn’t use something to estimate the best-fit parameters, one would tend not to use it to verify goodness of fit either, especially since it can’t be used to derive error bars. The K-S test also has the rep of not being very powerful — even the improved versions like Anderson-Darling don’t do as well as chisq. (This is not a mathematical theorem, it’s just my impression developed over many years of using it.)
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