Tagged Questions

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.

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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 ...
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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 ...
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28 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 ...
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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: $ ...
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1answer
102 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. ...
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1answer
51 views

How am I using KS test incorrectly in R?

Here are the codes I input into R: ...
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23 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 ...
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1answer
53 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: ...
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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 ...
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26 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 ...
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1answer
39 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: ...
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46 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 ...
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68 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 ...
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1answer
53 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 ...
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30 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 ...
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1answer
73 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 ...
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1answer
44 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 ...
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1answer
54 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 ...
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70 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 ...
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1answer
102 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 ...
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23 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 ...
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1answer
100 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 ...
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3answers
465 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 ...
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1answer
163 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. ...
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1answer
186 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 ...
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81 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 ...
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2answers
56 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 ...
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107 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, ...
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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 ...
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1answer
141 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 ...
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3answers
1k 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 ...
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1answer
162 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 ...
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34 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 ...
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1answer
196 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 ...
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29 views

What is the best test to compare pattern similarity in different condition?

I have several subjects, for each subject I have two measure (pre and post treatment) of several parameters, I have calculated a multivariate similarity measure (Mahalanobis distance) between each ...
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2answers
148 views

Is there a simple equivalence test version of the Kolmogorov–Smirnov test?

Has two one-sided tests for equivalence (TOST) been framed for the Kolmogorov–Smirnov test to test the negativist null hypothesis that two distributions differ by at least some researcher-specified ...
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146 views

Anderson-Darling vs Kolmogorov-Smirnov (Many points in sample)

Previous question In my previous question (Kolmogorov-Smirnov test - reliability) I misused two-sample KS test for normality testing of one-sample data. I was given an advice that I should use ...
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5answers
263 views

Kolmogorov-Smirnov test - reliability

Description I want to use Kolmogorov-Smirnov test to check how given clusters of 1D points differs from normal distribution (original question here: How to test which data match model at best). I am ...
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3answers
396 views

Testing if two non-normal distributions are significantly different (K-S or Wilcoxon or both?)

The Big Question I'm trying to decide between K-S and Wilcoxon (or something I haven't thought of yet) for two data sets I want to prove are significantly/insignificantly different from one another ...
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1answer
255 views

how to interpret KS test or Shapiro wilk test for ordinal criterion variable?

Here Rank is my dependent variable from level (Strongly disagree to strongly agree) and Pre_Sales_support is one of the independent variable. Due to smaller sample size of 15, I am taking ...
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2answers
419 views

Plot Pareto tails in QQ-plot for log-normal distributions

I'm working on samples that I'm trying to fit into log-normal distributions. In some cases, Kolmogorov-Smirnov test statistics is something like D = 0.0056 with an associated p-value of 0. Hence, my ...
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1answer
38 views

Finding the probability of normality via Anderson-Darling, Shapiro-Wilk , and Kolomogrov-Smirov

I have quite a few distributions that were generated by some system, and I am trying to find the probability of accordance to normality for these distributions. So, the probability of accordance to ...
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3answers
220 views

Which test is better suited to compare averaged versus single data sets

I have a light curve, that is photon count rate versus time, of an astronomical object. These data are periodic, since the source signal is periodic. I can fold the data with the period and obtain an ...
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0answers
54 views

Generalization of one-sample Kolmogorov-Smirnov test for non identically distributed data?

Is there a standard approach for testing goodness-of-fit to a probability distribution when the samples are independent but not identically distributed? In other words, given the data $\{\{x_1, y_1\}, ...
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1answer
62 views

how do normality check in ks test assess for equivalence or difference in data sets?

I have a series of data of photon counts versus time. These data are periodic, then I can fold them and obtain an average profile of the data. Nonetheless, some variations appear sometime in the ...
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0answers
18 views

Mann-Whitney U and KS tests in R are not producing significant results [duplicate]

I wish to compare two test data sets using the Mann-Whitney U and KS tests in R. As a start, I thought to compare two similar sets (an A/A test) expecting to see a highly significant indication of ...
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1answer
73 views

PIT on a sample with m bins, and KS test used to estimate a good value for m

I know about PIT, but this works only when you know the distribution, or at least have a strong hint. What I am trying to achieve is to transform a given sample into an equivalent sample with ...
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1answer
30 views

In testing random numbers, what other tests should I use to complement the Kolmogorov-Smirnov? [duplicate]

I'm using the Kolmogorov-Smirnov test to test a random number generator. I'm wondering if there are other tests that I should implement as well. So far, I've looked at the equidistribution and serial ...
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0answers
57 views

Kolmogorov-Smirnov test for large sample [duplicate]

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 ...
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0answers
109 views

How to guess a curve distribution from count data

I have a sample composed by 2500 count data values. I've plotted in R the corresponding histogram and ecdf. I've run the One-Sample Kolmogorov-Smirnov test to check if the distribution is either ...