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I am investigating if an exponential distribution is a good fit for a large sample of data (200) I have. I have already looked at a histogram but was wanting to investigate further. I was going to use the Kolmogorov-Smirnov test and consider the p-value however I heard that if using a large sample this isnt a good idea because it can lead to type I errors, is this the case? And if so any suggestions of alternative tests?

kay
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    As I commented on your SO post (in general you should wait for moderators to migrate your post rather than deleting and reposting yourself ...), the issue is not really type I errors (falsely rejecting the null hypothesis). The problem is that the null hypothesis is **almost never** exactly true (except perhaps in physics, sometimes), and large data sets allow you to discover that. – Ben Bolker Mar 31 '14 at 21:10
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    (1) It would be useful to have some more context for *why* you want to know the goodness of fit; if the data are not exponentially distributed, does that mean something important? . (2) http://stats.stackexchange.com/questions/2492/is-normality-testing-essentially-useless covers a more common but very closely related topic. (3) It depends on your field, but I would consider 200 data points "medium-sized" rather than "large" ... – Ben Bolker Mar 31 '14 at 21:11
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    (4) if you are interested in non-exponentialness, would it be more informative to fit a parametric distribution (Gamma, Weibull, ...) that has the exponential as a special case? – Ben Bolker Mar 31 '14 at 21:12
  • In addition to the histogram, you could also look at a QQ plot. – binkyhorse Mar 31 '14 at 22:11
  • I don't really think this is an exact dupe of http://stats.stackexchange.com/questions/92035/how-to-guess-a-curve-distribution-from-count-data -- they're both about KS testing, and exponentials are mentioned (and both are a little bit too vague to be answered well), but the rest is quite different ... – Ben Bolker Mar 31 '14 at 23:00
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    http://meta.stackexchange.com/questions/189675/what-is-the-appropriate-action-to-take-if-you-feel-your-question-has-been-unjust/189682#189682 suggests that editing the question to make it clearer how it differs from the other question will allow the possibility of re-opening. – Ben Bolker Mar 31 '14 at 23:01
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    Not much is asked here that isn't answered at least indirectly on ["Is normality testing 'essentially useless'?"](http://stats.stackexchange.com/q/2492/32036) as well. Different distribution, but same problem, basically. – Nick Stauner Mar 31 '14 at 23:46
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    @NickStauner: I more or less agree, but we should wait to hear back from the OP. Maybe they can provide some context about *why* they want to test the goodness of fit of the exponential that will make more useful/interesting answers possible ... – Ben Bolker Apr 01 '14 at 02:39

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