Questions tagged [kolmogorov-smirnov]

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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Comparing similarity of samples under time-dependant noise (KS-test for dependant samples)

I'm measuring response times of a process under different inputs and want to check if the input correlates with the response time. The problem is that the differences I'm expecting are small while ...
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Testing for uniformity of p-values with multi-modal samples

I'm working with data that is multi-modal, I need to be able to check if the individual samples are statistically distinct or not, so I'm running KS-test against pairs of samples. But I've noticed ...
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Assessing curve shape similarities -help with methods/approach [closed]

I have a few time series curves of data, month on book on x-axis and retail spend on the y-axis. I wanted to asses mathematically/statistically the similarity in the overall curve shape. What are the ...
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Simulating p-value statistics for Liliefors test (Python statsmodels)

Python statsmodels has an implementation of Lilliefors' test for goodness of fit (i.e. if the parameters of the distribution were obtained from fitting the data and not per-determined as in the ...
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Kolmogorov-Smirov two sample test, ties — will adding random noise fix the problem?

There are a lot of questions on this site about warning for "ties" in the Kolmogorov-Smirnov test. Here are a few of those questions. Is there an alternative to the Kolmogorov-Smirnov test ...
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Determine if a distribution of ranks is significantly skewed towards low values

I have N vectors of varying length. The values are samples of ranks that have been normalized to be between zero and one. I would like to determine the M vectors (M < N), for which the distribution ...
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1answer
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bootstrap KS 2 sample test

I have two datasets $S_1$ and $S_2$. I can run KS 2 samples test on these datasets to obtain the value of the KS 2 samples test. Is there a correct way to bootstrap the KS 2 sample test using the ...
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How to construct Kolmogorov Smirnov test to check which distribution fits to given data in R

So, if for example I generate random sample of 1000 from exponential distribution and then simulate ks.test. for many times I get a normally distributed data, here is the code: ...
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Book suggestions for model validation (Gini, Somers D, Kolmogorov Smirnov, Kendal's Tau, Binomial/Adjusted binomial test etc)

Any suggestions for books that cover topics such as the ones mentioned above? The purpose is for banking, risk management, model validation of models such as credit risk and other types of risk.
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Feature selection by doing pairwise KS test between different features in a dataset

I am trying to build a supervised learning model (binary class) and I wanted to check whether the features belonging to the respective classes come from the same distribution or not. Because the ones ...
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Can I use the Kolmogorov-Smirnov test with estimated parameters?

If I estimate the parameters of a distribution $\theta$ using MLE. Can I use the Kolmogorov Smirnov test to check the goodness of the fitted model?
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Intuitive explanation of Kolmogorov Smirnov Test

What is the cleanest, easiest way to explain someone the concept of Kolmogorov Smirnov Test? What does it intuitively mean? It's a concept that I have difficulty in articulating - especially when ...
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Fitting a range of distribution and test for goodness of fit - choose based on p-value or chi-squared values?

I have data for which I want to study the best distribution that fits this data. I am following this blog post to do my experiments. Basically the following things are happening: fit a number of ...
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Why do I get strange results from the Kolmogorov–Smirnov two sample test?

I'm trying to understand the output of the Kolmogorov-Smirnov two sample test. I have two columns, test1 and test2. I'm having some difficulty in understanding the interpretation of the ...
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What statistical test to compare stratification power of a variable?

I've got a big database with many (10000s) numerical variables and a categorical variable. The categorical variable stratifies samples into 2 groups, A and B. I want to find the numerical variable ...
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Testing similarity of time series

I am looking for a metric and the associated statistical test to compare two time series or to determine whether a short series has the same parameters as the long one. The series are likely modeled ...
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Goodness of fit test as a random variable

I have two datasets coming from two different distributions and I want to apply goodness of fit on these two datasets to check if they are coming from the same distribution. For the sake of argument, ...
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1answer
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Can I conduct Kolmogorov-Smirnov test on censored data?

Normally, Kolmogorov-Smirnov is conducted on full, uncensored data with test statistics. $$ sup_x |F(x)-F^*(x)| $$ Or equivalently, $$ sup_x|S(x)-S^*(x)| $$ ,where $F(x)$,$S(x)$ is proposed ...
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Distance between two multivariate kernel density estimates

I tried using the ks2samp to compare two multivariate kernel density estimates. Is it the right way to compare two multivariate densities?
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K-S Test on estimated parameters? 22 Million datapoints

I know this question has been asked before, but I am having trouble with what I need to do in order to have valid results from KS test I have ~22 Million data points. Does this mean the p-values are ...
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1answer
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Does a 1-sample KS test compare raw data or a fitted model with a given distribution?

my question is: For a 1-sample K-S test should I be comparing my raw data to a given distribution (in this case, gamma) or comparing a fitted model to a given distribution? I am using scipy
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Why does the Kolmogorov distribution table have entries for $n$?

In my textbook it is said, that if the hypothesis of same population distributions is true, then $\sqrt{n}D\rightarrow K$ in distribution, where $D$ is the Kolmogorov-Smirnov statistic, and $K$ is ...
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Sample Size Guidelines for KS-Test and AD-Test

so I've been looking into the Anderson Darling and Kologorov-Smirnov test because I have datasets with a large number of observations (~6000) and would like to fit distributions to them. They are ...
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DHARMa diagnostics show significant deviations in KS tests for a glmm with beta distribution

I'm trying to use glmmTMB to fit a beta-distributed generalized mixed effects model with nested random effects. DHARMa residual diagnostics show a KS test with significant deviation. Is this serious ...
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How to check the distribution from which the sample with unknown parameters is drawn using ks.test in R [closed]

When I do a ks.test in R for a sample to check from which distribution it is, it gives me a đť‘ť value less than 0.01 for various distributions and I don't know why. It gives these small p values for ...
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Comparing return distributions

Taking the log and/or normalizing (subtracting the mean and dividing by the standard deviation) stock returns still does not eliminate the dependence or heterogeneity. E.g. I cannot assume that each ...
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Issue with two-samples Anderson-Darling test with same dataset (scipy anderson_ksamp)

I am computing several two samples Anderson-Darling statistics using the Python scipy.stats.anderson_ksamp function (both samples have $N = 20000$ values), and I ...
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Comparing sample distribution with population distribution

I have weekly data for 3 metrics for 100 stores(population), and I also have a sample of 30 stores which I need to check that whether this sample is representative of the entire population(100 stores) ...
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1answer
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Kolmogorov-Smirnov interpretation in R for chi-square

With the sample size=500, I want to test whether the data follows chi-square distribution. For contiunous and one-dimensional distribution of the data, I use Kolmogorov-Smirnov test. Here I present ...
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3answers
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Kolmogorov-Smirnov test statistic interpretation with large samples

As with almost all statistical tests in common use, the larger the sample the better the test will be at detecting even the tiniest differences. In my case I want to compare several empirical ...
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Which test to use for comparing two discrete distributions

I have two distributions for the travel times between 30 cities on two days (Monday and Friday) for multiple starting times (3am to 9pm). I now want to test if the distribution between these two days ...
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Comparing empirical distributions with an interaction effect

My experiment includes two subject groups: group1 and group2. Both groups undergo a behavioral test, the result of which is called “movement celerity” (this is my dependent variable). Both groups are ...
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Method to determine probability distribution

I am planning an experiment to determine the frequency of a binary variable (valued 1 or 0). Each day, there are 10,000 new events taking place Each day, I get to draw 100 randomly out of the new 10,...
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Distribution of censored data with Kaplan-Meier

I have a set of right censored data from a variable $T_{out}$ that expresses the survival time of a patient. In order to understand the distribution of this random variable, I used the Kaplan-Meier ...
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Paired t-test equivalent for comparing distributions (multiple Kolmogorov-Smirnov test)

I am looking for an equivalent of a paired t-test but for distributions. Let me try to explain. I am trying to test if a variable is selected randomly from the available pool of values or if there is ...
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Two-sample Kolmogorov–Smirnov w/ only relative population info

I have a set of experiments, each of which has an ECDF which represents my outcome. The number of samples used in each experiment is not the same. Unfortunately, I do not have information on the ...
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Comparing empirical distributions from two groups of subjects with repeated measures

I have a design where a continuous variable is measured over time in several individuals in different groups. I am plotting the distribution of that variable estimated from the data by kernel density ...
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How can we use Kolmogorov-Smirnov Test in ML?

I read about Kolmogorov-Smirnov Test. I understand that we can use Kolmogorov-Smirnov in 2 ways: Test if samples follows a given distribution Test if 2 variable (samples) have identical ...
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ks test for discrete distributions

I have a two samples of data of very different length, think train and test sets for a machine learning model. The data is binary and I'd like to know if the two have a comparable distribution of ...
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Compare two Kolomogorov tests with exponential distribution

I try understanding implementation of Kolomogorov test for one Sample. ...
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Is it fine to use Chi-squared test with parameters estimated from the same dataset?

I'm studying the Kolmogorov-Smirnov and Chi-squared tests. From this answer, On the other hand the chi-squared statistic does give useful shortcuts if you are trying to model the parameters that ...
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Any paper proposing calibration to increase Kolmogorov Smirnov distance in a binary classification?

Consider a traditional classification settings, when we already came up with a model parameter $\theta$ ( by Logistic Regression as example). We also have the scores $f(x, \theta |y=1) \in R $ for ...
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Is my observation in a lecture about Kolmogorov–Smirnov test correct?

I'm reading Kolmogorov–Smirnov test from a lecture note from MIT OpenCourseWare Statistics for Applications. In the lecture note, there are two important theorems: and It seems to me that $H(...
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Is this theorem wrongly stated on the lecture about Kolmogorov–Smirnov test?

I'm reading Kolmogorov–Smirnov test from a lecture note from MIT OpenCourseWare Statistics for Applications. In the lecture note, there are two important theorems: and It's unfortunate that ...
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Is 1-sample Kolmogorov–Smirnov test a special case of 2-sample one?

I asked this question before on MSE. It seems to me that I'm unlikely to receive any answer. So I post it here. As long as I get an answer from either site, I will make an update for them. I'm ...
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Good Book suggestions for model validation statistical tests? (Gini, Kolmogorov-Smirnov, Binomial/Adjusted binomial tests, Chi-square)

Any good books suggestion for the above mentioned topics such as Gini, Kolmogorov-Smirnov, Binomial/Adjusted binomial tests, Chi-square etc. tests?
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How to compare the distributions of censored data?

Is there a way to test if the distributions of the two samples of censored data? As the data is not defined exactly, Kolmogorov-Smirnov test does not seem to be directly applicable. Generally ...
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Binning of data before Kolmogorov-Smirnov test usage

I would like to quantify the difference between two sample sets using KS test. If i apply the test on the original data, the returned p value is less than 1%, but if I bin the set the returned p value ...
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Two sample Kolmogorov-Smirnov test in repeated measure

in the within-subject study design, I am comparing the two measures instrument (questionnaires) that are supposed to measure the same thing. Each gives us a single variable each (let's call it x1 and ...
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Whats the difference between Chi - Squared test vs Kolmogorov–Smirnov test? [closed]

I have two histograms that I want to compare to see if they come from the same distribution. I use the the Chi - Squared test and KS test and compare the p-values for statistical significance. The two ...

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