Kolmogorov - Simrnov Test

[dw7672]

Hi all,
I have done some measurments and want to fit these meatsurments to certian distributions , read about KS test but cant understand how to chose the constant value that if the maximum differnece D between the know distribtuin and the function under test is less than or equal to this constant then the hypothesis is right , other wise it is not how can I know what constant to chose and how can I know according to the constant what value of confidence level is assumed ,,,
thnaks for any help in advance

 

[dw7672]

no answer plz answer me

 

[GregLocock]

There's no such test. Accuracy is important.

http://www.physics.csbsju.edu/stats/KS-test.html

will increase your understanding of a test with a similar name.

Cheers

Greg Locock

Please see FAQ731-376 for tips on how to make the best use of Eng-Tips.

 

[dw7672]

HI greg , I read this information I told you in the book , Degroot " probability and statitics " , and it is like this how it works in this book , I am still confused

 

[m777182]

You find the constant, the critical value, from tables if your program does not generate it. You have to chose the kind of your test: single sided or double sided, you chose the significance level and you have the number of points from your measurements.Look at

http://www wikipedia.

m777182

 

[dw7672]

saw the website and it is not related , can you give it to me again
Wadah

 

[IRstuff]

Perhaps your book is in error or you are misinterpreting the information; since there are other sites that reflect the same material that Greg's link presents:

http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/ks2samp.htm

http://www.itl.nist.gov/div898/handbook/eda/section3/eda35g.htm

http://www.library.cornell.edu/nr/bookcpdf/c14-3.pdf

http://gateway.cis.ysu.edu/~jholcomb/math743/kolo.htm

TTFN

 

[PennStateIE]

1. First you have to sort your data in ascending order
2. Set up table:

i Y(i) Fn(Yi) F(Yi) Dn+ Dn-


where i is an index 1,2,3...n
where Y(i) is your sample data
Fn(Yi) = i/n
F(Yi) is your function for Y(i) for the test distribution
Dn+ is absolute value of [Fn(Yi) - F(Yi)]
Dn- is absoulte value of [F(Yi) - (i-1)/n]


3. Your test statistic Dn = max{Dn+,Dn-}

Compare to a table value and reject Ho if Dn > D

 

[dw7672]

thnaks aalot PENN state IE