I have a data set and keep getting $D=1$ when I use the KS-Test. It doesn't matter what distribution I use. For example, consider the following:


For these, I get:

  D = 1, p-value < 2.2e-16
  alternative hypothesis: two-sided 

The data I have looks exponential. Yet the KS-Test shows the opposite. Why?

  • 1
    $\begingroup$ It's impossible to tell without a look at your data. Can you show a density plot or box plot or something? $\endgroup$ – Peter Flom - Reinstate Monica Mar 11 '13 at 15:27
  • 2
    $\begingroup$ It appears to me you are misusing ks.test. According to its manual page, you need to supply parameters for the named distribution. Without them, pnorm will default to a standard normal distribution and pexp will default to an exponential with rate $1$. But beware! It is invalid to supply parameters that have been estimated from the data themselves--see the last paragraph of the "Details" section. $\endgroup$ – whuber Mar 11 '13 at 16:22

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