Math Help Forum - View Single Post

dreamer1 · #3 December 11th, 2008, 12:04 PM

Thanks for the reply.
I also got the same integral:
$F(x)=\int^{x}_{-\infty}f(x)dx=\int^x_{-\infty}a\exp(-|b x|^c)\, dx$

but didn't know (and still don't) what do with it

Actually, I'm trying to get goodness-of-fit of the empyrical data to a GGDs with different shape parameters c.
The Kolmogorov-Smirnov test needs the empyrical $F_x(t)$ and the distribution CFD $F(t)$ .
In Matlab (and in general) it is easy to find the empyrical CDF of the given data and evaluate it at each sample, but how do I get the value of the GGD CDF?