statistical test for data drawn from t distribution

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MINA
MINA 2014-8-6
评论： dpb 2014-8-6
I have a question about t distribution. I have a set of data and I want to know if they are drawn from a t distribution or not! Can anybody help me how I can do this in Matlab? Thanks
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dpb
dpb 2014-8-6
BTW, you can use kstest on the data with a cdf from tcdf; see
doc kstest
for the details. There's lillietest that's more powerful specifically for normality.
But, as noted, for N of 30 or greater the likelihood of there being sufficient difference between T and N is minimal at best to be able for statistical hypothesis test to tell the difference.

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