P-value of a fitted distribution to observation?

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frankovaT
frankovaT am 17 Mär. 2020
Kommentiert: Adam Danz am 21 Mär. 2020
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 Kommentare
frankovaT
frankovaT am 18 Mär. 2020
Dear Adam, Thanks for your comment, actually it hepled me through my ocnfusion.
Adam Danz
Adam Danz am 21 Mär. 2020
Thanks for the feedback!

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Antworten (1)

Jeff Miller
Jeff Miller am 18 Mär. 2020
kstest does return a p value as the second output. Maybe you are supposed to report that.

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