chi-square two sample test

I have a data set,and I estimate the parameters of a
specified distribution,say the lognormal distribution,from
that data set. Now I want to test the goodness of fit of
that distribution to the data(notice particularly that the
parameters of the distribution is estimated from the data
set).Can anyone tell me whether the chi-square two sample
test is adequate to do that or not? And is there a
exsiting function to do that work? I have known that there
exist a function named'chi2gof'which can do the chi-square
goodness-of-fit test,but this function only tests whether
the data comes from a normal distribution.
.

Relevant Pages

  • Re: Doing Goodness of Fit test in dfittool
    ... There are some simple methods that people use, but the real answer is that there is no simple way to know what different kinds of discrepancies matter in any given situation, and one distribution may fit the data well in the "center", while another may fit it well in the "tails". ... Though measures like AIC and BIC try to balance overfitting with penalties for extra parameters, they really say nothing about how well a model describes the data-generating process (DGP). ... goodness of fit can't substitute for knowledge of the data and knowledge of what the various distribution families are meant to model. ...
    (comp.soft-sys.matlab)
  • Re: Categorical Data Question
    ... Although it may not be done as often, one can compute a likelihood ratio chi-square for a goodness of fit test too. ... cells in the table]. ...
    (sci.stat.edu)
  • Re: chi-square test goodness of fit
    ... "Alexis Gatt" wrote in message ... > According to a chi-square table I found in a book, ... A 100% goodness of fit means that the curve ...
    (sci.stat.math)
  • Re: chi-square test goodness of fit
    ... "Alexis Gatt" wrote in message ... > According to a chi-square table I found in a book, ... A 100% goodness of fit means that the curve ...
    (sci.stat.edu)
  • Re: chi-square two sample test
    ... wang wang wrote: ... Now I want to test the goodness of fit of that distribution to the data.Can anyone tell me whether the chi-square two sample test is adequate to do that or not? ... CHI2GOF allows you to specify any distribution you want, in a couple fo different ways. ...
    (comp.soft-sys.matlab)