The Kolmogorov-Smirnov test is a test for goodness of fit of data to a distribution. It is often used to test whether a variable is normally distributed.

learn more… | top users | synonyms (1)

3
votes
0answers
14 views

Kolmogorov-Smirnov test: horizontal variant?

The Kolmogorov Smirnov test is based on the maximum vertical distance between the ECDFs of two provided samples. Is there a variant that checks the maximum horizontal distance?
0
votes
0answers
17 views

Kolmogorov-Smirnov using R [migrated]

Long story short, I want to manually write the code for the Kolmogorov-Smirnov one-sample statistic instead of using ks.test() in R. From what I understand, the K-S test can be broken down into a ...
1
vote
1answer
22 views

Compare cumulative distribution functions of several function point counters

Function point counters are used to measure the size of software. However, they are believed not to deliver exact results. Different measurements sometimes produce different results. The performance ...
0
votes
0answers
4 views

Interpreting Two-sample Kolmogorov-Smirnov with jerzy

I am using the project jerzy to run a Two-sample Kolmogorov-Smirnov test in Javascript, regarding another question I asked on stats.SE: Timing attacks: When the time to complete two different tasks ...
0
votes
0answers
22 views

Compare to sets of correlations coefficients

I have two matrices, A and B, of the same size. Each row of A corresponds to a row of B. Theory predicts that some rows of A will negatively correlate with corresponding rows of B. I am interesting ...
-1
votes
0answers
39 views

Comparing two dataset using several different tests

I have several datasets of about 10k items. I have to compare all of them with the reference dataset, and draw some conclusions as to which is the best. Let's say I have no information on the shape ...
18
votes
2answers
682 views

How to determine which distribution fits my data best (R)?

I have a dataset and would like to figure out which distribution fits my data best. I used the fitdistr() function to estimate the necessary parameters to ...
4
votes
1answer
48 views

Understanding multiple KS tests

I have read these two questions Why are p-values uniformly distributed under the null hypothesis? and Understanding scipy Kolmogorov-Smirnov test And this inspired me the following experiment. I ...
2
votes
2answers
148 views

If my histogram shows a bell-shaped curve, can I say my data is normally distributed?

I created a histogram for Respondent Age and managed to get a very nice bell-shaped curve, from which I concluded that the distribution is normal. Then I ran the normality test in SPSS, with n = 169. ...
1
vote
0answers
8 views

Compare non-gaussian distributions and evaluate sampling process

I have a 150,000 datapoints (continuous values between 0 and 1) and I am running a process that averages groups of smaller samples based on some other data values and results in ~100,000 datapoints. ...
4
votes
3answers
73 views

what is the algorithm of getting maximum $D$ value in ks.test?

When I was writing R code to plot two empirical cumulative density curves, I came across ks.test in R. I looked into the code of ...
2
votes
2answers
55 views

Bootstrapping and Kolmogorov-Smirnov

Here is an experiment I did: I bootstrapped a sample $S$ and stored the results as empirical distribution under the name $S_1$. Then I bootstrapped $i=10000$ times in a row the same sample $S$ and ...
4
votes
2answers
85 views

Why did KS test give significant result?

I have two samples where I want to tell if their distributions are significantly different. I conducted a Kolmogorov-Smirnov test which rejected the null hypothesis (D=0.0983, p=2.14e-11) leading me ...
3
votes
1answer
98 views

Kolmogorov-Smirnov vs Mann-Whitney U When There Are Ties

I have a dataset consisting of rank data, some 100 cases and 2 groups. (The 2 groups contain about 1/3 and 2/3 of the cases.) I would like to test whether the two groups differ with respect to median ...
1
vote
0answers
25 views

comparing two CDFs with different x-ranges?

I was wondering what is an appropriate method to quantitatively compare two CDFs where the x-ranges are different. For example, lets say CDF1 has x values ranging from 0 0.5 and CDF2 has values ...
3
votes
2answers
113 views

Testing whether data follows T-Distribution

I am involved in a project where I need to check whether my data follows a T-distribution with N degrees of freedom for a given value of N. I know that Kolmogorov-Smirnoff can be used, but is there ...
0
votes
0answers
26 views

Can I use K-S test to distinguish distributions?

I am using the kolmogorov smirnov test to differentiate between distributions. My example is below where I am comparing DATA2 and DATA3 to DATA1. From the image, I was hoping to quantify that DATA1 ...
2
votes
0answers
19 views

Kolmogorov Smirnoff and Predictive Analytics

I am trying to interpret the Kolmogorof Smirnoff test in the case of predicitve analytics to compare three models: a neural network, a decision tree and a logistic regression. The target variable is ...
0
votes
0answers
75 views

Nonparametric bootstrap of one-sample Kolmogorov-Smirnov goodness of fit test

I'm fitting a Weibull distribution to some forestry data and I want to perform a test of whether or not there is sufficient evidence to indicate that the data does not come from a Weibull ...
1
vote
0answers
29 views

Kolmogorov-smirnov two-sample confidence level [duplicate]

I do not find information about how to calculate the $c(\alpha)$ "by hand" (see wikipedia article for two samples: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test) for the formula: $ ...
1
vote
1answer
287 views

Two sample Kolmogorov-Smirnov test for the stochastic dominance

I'm trying to use KS test to determine whether one group of data is scholastically dominates another. So I'm studying dataset regarding performance of companies, which are divided into 2 groups. ...
0
votes
1answer
55 views

How am I using KS test incorrectly in R?

Here are the codes I input into R: ...
0
votes
0answers
33 views

Difference between two data distributions

I have the following problem: I have two datasets: A and B. From each of the datasets, I extracted the same features. I also know the data labels. So, I would like to perform 10-fold CV to see how a ...
2
votes
1answer
68 views

Univariate Kolmogorov-Smirnov test instead of multivariate

Since it is not easy to apply a Multivariate Kolmogorov-Smirnov test for two samples, I thought: is it possible to compare the different statistics with the univariate KS? For example: Object 1: ...
0
votes
0answers
17 views

Testing if the mean of one data set is bigger than the mean of the other data set [duplicate]

I have two data sets, i.e., the number of flowers measured in field A and in field B. Each data set has about 40 samples. I want to do a test to check the hypothesis that field A has more flowers than ...
2
votes
1answer
29 views

Compare distributions of two ECDFs

I am investigating the achieved mark in a math test in grade 8 in two different cities. The plot shows the two Empirical Cumulative Distribution Functions (ECDF). How can I evaluate whether these ...
0
votes
1answer
43 views

Multivariate Kolmogorov-Smirnov for two samlpes

Let’s say we have data of some fruits and we want to consider different statistics for each fruit (there are various samples for each statistic). For example: Watermelon: Sugar: 50, 57, 36… Water: ...
1
vote
0answers
50 views

Evaluate goodness-of-fit of estimation of Pareto-like distribution

I would like to evaluate the goodness-of-fit of the following (Pareto-like) distribution: $$ f(r) = \sigma \centerdot r^{-\rho} $$ The function estimates the population of cities given the rank $r$ in ...
2
votes
2answers
79 views

Test identicality of discrete distribution

Is there a standard way to test whether two vectors were drawn with the same discrete distribution in R? Something like a Kolmogorov-Smirnov test, but for discrete distributions. I think two-sample ...
1
vote
1answer
91 views

Understanding scipy Kolmogorov-Smirnov test [duplicate]

I'm trying to understand the Kolmogorov-Smirnov test using a very simple example. I generate a set of random, uniform values between 0 and 1.0. I then test that these values are from a uniform ...
0
votes
0answers
37 views

How to justify a distribution fit is good

I've got 5 datasets to which I would like to fit a model distribution. I'd like to use the same distribution for each dataset but with different parameters. So I use MLE to compute the best parameters ...
4
votes
1answer
89 views

Can I use Kolmogorov–Smirnov test on my Data?

I am not good in statistics so I desperately need your help. So I have this dataset of distributions, and I want to know if I can use the KS-test on it. the Idea is saying that the feature's ...
1
vote
1answer
54 views

2 sampled ks test in r

I need to do a two-sample Kolmogorov-Smirnov (KS) test in R, only I don't understand the formulae and how it works when I look it up. I suspect this is because I ...
2
votes
2answers
70 views

comparing normal distributions using a two sample kolmogorov-smirnov test

I've been redirected here from another forum... I have used a two sample Kolmogorov-Smirnov test to compare the distributions of two sets of data. Basically I am comparing the error distributions ...
2
votes
0answers
75 views

Goodness of fit (Kolmogorov-Smirnov) test for a time series?

This is a somewhat basic question, I guess. I have a sequence of random variables $X_1,\ldots,X_n$ that I believe to be i.i.d. uniform on $[0,1]$. Being i.i.d. uniform corresponds to my model ...
2
votes
1answer
177 views

Simulation of KS-test with estimated parameters

We know that the original KS-test has a limitation, requiring the Null hypothesis testing underlying distribution to be fully specified, rather than estimated. But in practice, we usually need to test ...
1
vote
0answers
27 views

Scipy output of Kolmogorov–Smirnov test

I have made a call for the KS-test function on python to compare 12 features, to see which ones help more to discriminate one population group from another (I am showing only two in the example: size ...
2
votes
1answer
110 views

Kolmogorov-Smirnov for Pareto distribution on sample

I want to use the Kolmogorov-Smirnov test to test if a sample is drawn from a Pareto distribution. Unfortunately, the only way to estimate the distribution's parameters is from the sample. Does ...
4
votes
3answers
618 views

A naive question about the Kolmogorov Smirnov test

I have some times and I would like to test if they are distributed according to an exponential distribution. I can apply the Kolmogorov-Smirnov in python using ...
7
votes
1answer
172 views

What is the two-sample CDF of of $D^{+}$ and $D^{-}$ from the one-sided Kolmogorov-Smirnov Test?

I am trying to understand how to obtain $p$-values for the one-sided Kolmogorov-Smirnov test, and am struggling to find CDFs for $D^{+}_{n_{1},n_{2}}$ and $D^{-}_{n_{1},n_{2}}$ in the two-sample case. ...
9
votes
1answer
292 views

Does it make sense to perform a one-tailed Kolmogorov-Smirnov test?

Is it meaningful and possible to perform a one-tailed KS test? What would the null hypothesis of such a test be? Or is the KS test inherently a two-tailed test? I would benefit from an answer that ...
3
votes
0answers
139 views

two-sample Kolmogorov-Smirnov test in R p-value confusion

I'm confused about the appropriate interpretation of p-values returned by the two-sample Kolmogorov-Smirnov test (ks.test) in R. In slide 23 of this presentation about non-parametric two-sample ...
2
votes
2answers
68 views

Kolmogorov-Smirnov of two heart rate samples

I'm accumulating a lot of vital signs from emergency department patients, and would like to assess if different features yield significantly different distributions. Eg. for heart rate I have 888.424 ...
2
votes
0answers
124 views

Anderson-Darling test in 2D time series

Suppose two time series (of light flux). The goal is to determine whether the series are from the same distribution. It is usual to use the Kolmogorov-Smirnov (KS) test in this situation. However, ...
2
votes
0answers
25 views

Kolmogorov–Smirnov “with perturbation”

Let $F$ be known continuous CDF of a continuous R.V. and $F_n$ represent the empirical CDF for sample of size $n$, hypothesized to be drawn from $F$. The Kolmogorov–Smirnov statistic is $D_n :=sup ...
2
votes
1answer
167 views

Q-Q plot and KS test

I have a question regarding the QQ plot and KS test. I have a sample which is some positions on genome, and I calculated the distance between these positions. And I generated the null distribution ...
5
votes
3answers
3k views

My distribution is normal; Kolmogorov-Smirnov test doesn't agree

I have a problem with the normality of some data I have: I've done a Kolmogorov test which says it isn't normal with p=.0000, I don't understand: the skewness of my distribution =-.497, and the ...
3
votes
1answer
193 views

Statistical description of how two distributions are different

I am have a collection of events recorded in two separate conditions, and I have measured the duration of each one of them. I would like to know two things: 1) are the distributions of durations ...
0
votes
0answers
36 views

How to compare two independent KS tests?

I have two vectors of observed data obs1 and obs2, and two vectors of expected data exp1 and ...
6
votes
1answer
206 views

Why can't one generalize the Kolmogorov-Smirnov test to 2 or more dimensions?

The question says it all. I've read both that one can't generalize KS to a dimension equal or larger than two, and that famous implementations like that in Numerical Recipes are simply wrong. Could ...