Re: Kolmogorov-Smirnov test

[Hamish Allan]

On 17 Nov 2005, at 20:20, Mike Miller wrote:

> The k-s test (not k-s2) is used for testing if a sample came from a  
> given population.  In your case the "given population" is given by  
> the original sample.  It tests a particular kind of deviation  
> though, maybe not what you want to know. I don't know what it does  
> with ties in the Octave version.

The difference between the octave functions kolmogorov_smirnov_test()  
and kolmogorov_smirnov_test_2() seems to be that the former takes a  
description for the "given population" whereas the latter takes a  
sample.

Both return a p-value, though, so I was wondering how I might use  
them... then I noticed that kolmogorov_smirnov_test_2() also returns  
a value D which is the maximum vertical difference between the two  
cumulative distibution functions. I'm not sure why maximum vertical  
difference should be a better measure than sum of vertical distances,  
but at least I now have a measure :)

Thanks,
Hamish



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