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Calculate a critical value for a goodness of fit test

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Reference no: EM132907696

We want to calculate a critical value for a Goodness of Fit test based on the Kolmogorov-Smirnov test for an exponential distribution.

- Generate 1000 samples where each consists of 50 independent exponential random variables with mean 1. Estimate the mean of each sample. Draw a histogram of the means.

- Perform a KS test on each sample against the null hypothesis that they are from an exponential random variable with a mean that matches the mean of the data set. Draw a histogram of the 1000 values of D.

- From the simulated values of D, find an critical value c such that only 5% of the time will the test statistic D exceed that critical value.

- Write up R code that will perform multiple batches of 1000 samples each consisting of 50 indepen- dent draws. Decide how many batches your computer can run in two hours, and run the program. Use the results to generate a more accurate estimate of c.

-Calculate the critical value . Compare this to the results from your simulations. Do you think this value is significantly different from your simulation results?

Reference no: EM132907696

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