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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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. ...
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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 ...
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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 ...
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Kolmogorov-Smirnov goodness of fit test for Weibull distribution [closed]

How do I perform Kolmogorov-Smirnov goodness of fit test for Weibull distribution?
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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 ...
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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 ...
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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 ...
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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 ...
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Finding location of maximum D-statistic from KS test [migrated]

I'm comparing two different empirical cumulative distribution functions using the KS-test, and I'd like to extract the location (in the ECDF) where the maximum of the test statistic is. Question: ...
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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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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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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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53 views

How am I using KS test incorrectly in R?

Here are the codes I input into R: ...
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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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57 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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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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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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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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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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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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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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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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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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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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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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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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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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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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105 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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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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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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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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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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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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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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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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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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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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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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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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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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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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162 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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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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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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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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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 ...