low KS p-values for small domains
Opened this issue · 2 comments
Hello. First, this tool is amazing, thank you so much for it.
I am trying to fit a distribution with a really small domain, which means the pdf values have 6 digits. I think this is causing an issue with the kstest because some of the fits look great visually but have quite small ks values. Do you have any suggestions for this?
Thank you, this gave great insights into a variety of issues. (Btw, before seeing your response, I found the Bayesian Information Criterion, which I used and seems to fit my purpose a bit better.)
Your comments also helped me think about why I am looking for a fitted distribution in the first place. In my use case, it may actually be better to use a smoothed version of the empirical pdf, rather than finding a parametric fit.