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  • ksmirnov Test

    Dear,

    Can I use ksmirnov one sample test for uniform distribution (see below)?

    ksmirnov X = uniform()

    If not, would you recommend an appropriate test for the comparison of distribution with uniform distribution?

    Thank you in advance,





  • #2
    Code:
    quantile
    is in effect such a test in the best sense of the word.


    Code:
    clear
    set obs 100
    set seed 2803
    gen y = runiform()
    quantile y
    Note that repeating that exercise -- several times -- for your sample size -- gives a better feel of the variability of uniform distributions than any P-value ever will.

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