kmmoon100 <k.moon <at> student.unimelb.edu.au> writes: > > Hello, > > How can I do a test of two weibull distributions? > I have two weibull distribution sets from two wind datasets in order to > check whether they are same. > I thought 2 sample t-test would be applicable but I couldn't find any ways > to do that on the Internet. > Does anyone know what type of test is applicable to my purpose? and what R > function can you recommend? > Plus, if it turned out that there is a difference between the two datasets, > can I just fit a linear line between the datasets? > > Kind Regards, > > Kangmin.
(1) Fit a single model to the combined (pooled data) (e.g. with MASS::fitdistr()); (2) fit separate models to the individual data sets; (3) compare the log-likelihood of the pooled model to the sum of the log-likelihoods of the separate models. According to the likelihood ratio test, the p-value of the differences is: pchisq(2*(logLik_sum-logLik_pooled),df=2,lower.tail=FALSE) (2 df because the separate models have a total of 4 parameters, 2 greater than the pooled model) ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
