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)

1
vote
0answers
8 views

Adapt Kolmogorov-Smirnov Test to Lilliefors Test

I'm using EasyFit to fit distributions to a sample of data and test with the Kolmogorov-Smirnov test whether the null hypothesis may be rejected or not. But as this test estimates the parameters from ...
0
votes
0answers
4 views

Fitting Data with Ties Using unique() Walk-Around and ks.test

I'm looking for a distribution that best fits my data. Looking at the frequency plot, seems like the distribution could follow a Gamma or Weibull distribution. With that in mind, I use the ...
0
votes
0answers
25 views

KS, RMSE tests in R

I have a set of yearly peak river flows and I am trying to use the KS test to conclude if the data is coming from a generalized extreme value (GEV) distribution. I am also trying to calculate a root ...
0
votes
0answers
34 views

Efficient statistical test to compare two multivariate distributions

I am looking for a test to assert the "equality" of two multivariate discrete distributions, $\mathbf{A}=\{A_1,\dots,A_k\}$ and $\mathbf{B}=\{B_1,\dots,B_k\}$ for which I do observe two samples ...
1
vote
1answer
31 views

Test to compare distributions using the intersection area of the densities

I have to compare several distributions, but I don't want to use Kolmogorov-Smirnov test, since I'm dealing with big data ($N > 10^{6}$) and traditional hypothesis tests end up with detecting the ...
1
vote
0answers
31 views

Two dimensional Kolmogorov-Smirnov test

For a one dimensional Kolmogorov-Smirnov test there is a theoretical result, one can compare his or her test results directly by theoretical one, which is infinite sum (notice this formula is for big ...
2
votes
1answer
63 views

KS-test - how is the p-value calculated?

How is the p-value calculated in Kolmogorov-Smirnov test? What's the formula for it? I suspect it's derived based on the definition of p-value. The value of test statistic is the largest differnece ...
0
votes
0answers
6 views

Distribution testing in presence of variable noise

I have a number of integer data points $x_1, ..., x_n \in \{0, 1, \dots\}$ and would like to test whether they belong to a certain distribution discrete distribution. For this purpose, it seems that ...
0
votes
0answers
25 views

Statistically compare differences between output probabilities of two trained models

I'm using two classification models that compute output probabilistic for my out-of-sample data (MLP and SVM). I want test that ...
0
votes
0answers
14 views

How can I express $D_{m,n}$ as a distribution free statistic in terms of $d_l$

Consider 2-sample problem with m and n observations from the mutually independent, absolutely continuous populations $F_X$ and $F_Y$, respectively, define 2-sided kolmogorov-smirnov statistics ...
2
votes
0answers
28 views

Do Dvoretzky–Kiefer–Wolfowitz bounds and Kolmogorov-Smirnov test different hypotheses?

This question is related to my previous question that was answered excellently by Matt Krause. I am trying to compare two data vectors to find out if they come from the same distribution. I computed ...
6
votes
1answer
60 views

Computing Dvoretzky–Kiefer–Wolfowitz bounds in MATLAB

When I run the Kolmogorov-Smirnov test (kstest2 function in MATLAB) on two given data vectors, I get the value of KS Statistic. How should I compute Dvoretzky–Kiefer–Wolfowitz (DKW) bound using this ...
0
votes
0answers
10 views

Statistical test to check if mean of two groups are “significantly” same [duplicate]

Is there a statistical test, to check mean of two group is "sigificantly" same. Something opposite to Wilcoxon test. I was thinking may be running Wilcox test and if it not significant, then check the ...
2
votes
0answers
14 views

Reference request: Using randomized interpolation to apply KS-Test to discrete distributions

I'm dealing with $n$ samples $X_1,\ldots,X_n$ from $n$ different (but related) distributions with CDFs $F_n$. If all the distributions were continuous, I could use the transformation $U_i := ...
1
vote
0answers
54 views

Comparing distributions from a factorial design

I have the following experimental design: I have six animals, where three received treatment and the other three were used as control (so treatment and control animals are not paired). From each of ...
5
votes
1answer
173 views

Can you calculate the power of a Kolmogorov-Smirnov test in R?

Is it possible to do a power analysis for a 2-sided Kolmogorov Smirnov test in R? I am testing whether two empirical distributions differ using ks.test(), and am looking to add a power analysis. I ...
3
votes
0answers
68 views

Proof of Kolmogorov-Smirnov test

Could someone provide me a reference, preferably a book, where I can find detailed proofs and explanations of the Kolmogorov-Smirnov test (including the two-sample variant) and the derivation of the ...
3
votes
1answer
304 views

Can I use Kolmogorov Smirnov test to check if my data are uniformly distributed?

I'd like to check if distribution of my data is significantly different from a uniform distribution. I know that the K-S test is used for checking the normality of data, but I wonder if it can be ...
5
votes
2answers
76 views

Interpretation P value one sample KS test

I have some difficulties with understanding the output of the KS test in R. Suppose I want to test whether my data follows a exponential distribution with rate 1/117.5 with a significance level ...
2
votes
0answers
13 views

Comparing two distribution known by their deciles

I am trying to compare a travel time measuring device with a reference device. The assessed device only provide the decile (+min and max values) and not all the measured individual travel time. I am ...
2
votes
1answer
59 views

Does the position at which maximum distance occurs in a KS test make a difference?

From my understanding of the KS test, fromt the CDF of two datasets, it measures the distance between the two distributions at various points and and compares the 'maximum distance' to a predefined ...
0
votes
0answers
231 views

How do you interpret Kolmogorov-Smirnov Test results in R?

I'm using 50,000 values of data. I can't perform a K.Wallis test in R because my data amount is bigger than 5000. Therefore I considered to use Kolmogorov-Smirnov test. I guess that my data follows a ...
2
votes
2answers
76 views

Meaning of significance level and critical values for kolmogorov smirnov goodness of fit test

I'm new to using goodness of fit tests and am encountering what I guess is a beginners misunderstanding of how the tables for critical values and different significance levels have to be read. I have ...
2
votes
2answers
71 views

Low p-value in test of uniformity of uniformly distributed data?

First we generated 10 numbers from a $U(0,1)$ then performed a Kolmogorov Smirnov test for q uniform distribution. Why is the p-value small? ...
1
vote
0answers
35 views

When KL Divergence and KS test will show inconsistent results?

I know that Kullback–Leibler divergence and Kolmogorov–Smirnov test are differnt and should be used in different scenarios. But they are similar in many ways and given two distributions, we could ...
3
votes
2answers
175 views

Reproducibility of the two-sample Kolmogorov–Smirnov test

I am using the two-sample Kolmogorov–Smirnov test to check if two datasets have the same underlying distribution. I can regenerate those two datasets as many times as I want. When I apply the test, ...
3
votes
0answers
20 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?
1
vote
1answer
33 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
1answer
38 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 ...
1
vote
0answers
43 views

Compare two 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 interested in ...
21
votes
2answers
4k 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 ...
6
votes
1answer
126 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 ...
3
votes
2answers
695 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. ...
4
votes
2answers
36 views

Do any statistical tests compare distributions when one has far fewer observations?

I've been researching different methods to compare two distributions for equality, or inequality rather. I want to compare actual user performance against projected performance, after a particular ...
1
vote
0answers
13 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
111 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
100 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 ...
7
votes
2answers
139 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
473 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
45 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
298 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
31 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
31 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
169 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
918 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
68 views

How am I using KS test incorrectly in R?

Here are the codes I input into R: ...
0
votes
0answers
46 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
92 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
18 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 ...