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Re: statistical function example


From: Dean Allen Provins
Subject: Re: statistical function example
Date: Wed, 24 Aug 2005 08:37:19 -0600
User-agent: Mutt/1.5.9i

Mike:

On Tue, Aug 23, 2005 at 04:24:58PM -0500, Mike Miller wrote:
> Off list:
> 
> I don't mean to be facetious or pedantic, but do you know that you can 
> read the code?  On my system, it is here:
> 
> /usr/share/octave/2.1.71/m/statistics/tests/kolmogorov_smirnov_test.m
> 
> >From within Octave you can use "which kolmogorov_smirnov_test" to find the 
> path to the file with the code.

Thanks for the pointer to the "which" command.  I found the code moments
after reading your reply, and will pursue it this evening.

> I look forward to an answer from the developer.

As do I.

Regards,

Dean


> Best,
> 
> Mike
> 
> -- 
> Michael B. Miller, Ph.D.
> Assistant Professor
> Division of Epidemiology and Community Health
> and Institute of Human Genetics
> University of Minnesota
> http://taxa.epi.umn.edu/~mbmiller/
> 
> 
> 
> On Tue, 23 Aug 2005, Dean Allen Provins wrote:
> 
> >I have been trying to make some sense out of the "kolmogorov_smirnov_test"
> >function result.  Given a sample of 8 data points, for which Swan and
> >Sandilands, "Introduction to Geological Data Analysis", give a clear
> >answer, I cannot get an answer from the KS test that has any meaning
> >for me.
> >
> >S&S obtain the maximum deviation  (about 0.22) and compare that value to
> >that which would be exceeded with probability 0.05 (their table indicates
> >about 0.46).  The second return value from the Octave KS test is much
> >larger:
> >
> >           p = 0.053223
> >           k = 1.3466
> >
> >I presume the "p" value is the probability of rejecting H0, but what is
> >"k"?  No such value appears in the one-sided test tables that I located
> >on the 'net.
> >
> >The input data X and the cumulative frquency used (i/n+1) is:
> >     X               CF
> >  0.07000   0.11111
> >  0.12000   0.22222
> > -0.06000   0.33333
> > -0.04000   0.44444
> > -0.05000   0.55556
> >  0.08000   0.66667
> >  0.04000   0.77778
> >  0.00000   0.88889
> >
> >Would any readers with some insight care to enlighten me?
> >
> >I appreciate that Octave and its functions aren't meant to be a guide to
> >(in this case) statistical analysis, but example usage and a description
> >of how one is to interpret the test results would be appreciated by
> >those of us with less background.
> >
> >Thanks,
> >
> >Dean



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