help-octave
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Kolmogorov-Smirnov test


From: Hamish Allan
Subject: Re: Kolmogorov-Smirnov test
Date: Thu, 17 Nov 2005 19:36:45 +0000


On 17 Nov 2005, at 19:25, Mike Miller wrote:

In statistical testing, a valid p-value has a uniform distribution when the null hypothesis is true. In the K-S two-sample test, the null hypothesis is that the two distributions are the same. We reject the null when p is small. The probability of p < .05, for example, equals .05 when the null is true, and this is because p is uniform when the null is true.

Right, I certainly didn't understand this, and now the results seem less strange :)

So is there any way of doing what I originally wanted to do: determine how likely two given datasets are to have been drawn from the same distribution?

In fact, what I want to do is to try to determine how "representative" a subsample is of the distribution of the original sample. This involves plenty of ties... so should I be going about this a whole different way? Any pointers gratefully accepted.

Thanks,
Hamish



-------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.

Octave's home on the web:  http://www.octave.org
How to fund new projects:  http://www.octave.org/funding.html
Subscription information:  http://www.octave.org/archive.html
-------------------------------------------------------------



reply via email to

[Prev in Thread] Current Thread [Next in Thread]