How to do the Kolmogorov-Smirnov test for normality?
As for the Kolmogorov-Smirnov test for normality, we reject the null hypothesis (at significance level α) if Dm,n > Dm,n,α where Dm,n,α is the critical value. where c(α) = the inverse of the Kolmogorov distribution at α, which can be calculated in Excel as where KINV is defined in Kolmogorov Distribution.
How to calculate the KINV of the Kolmogorov distribution?
where c(α) = the inverse of the Kolmogorov distribution at α, which can be calculated in Excel as Dm,n,α = KINV (α)*SQRT ((m+n)/ (m*n)) where KINV is defined in Kolmogorov Distribution. The values of c(α) are also the numerators of the last entries in the Kolmogorov-Smirnov Table.
How to determine if two samples come from the same distribution?
The values of c(α) are also the numerators of the last entries in the Kolmogorov-Smirnov Table. Example 1: Determine whether the two samples on the left side of Figure 1 come from the same distribution. The values in columns B and C are the frequencies of the values in column A.
How to calculate the significance of two sample KS?
KS2TEST(R1, R2, lab, alpha, b, iter, m) is an array function which outputs a column vector with the values D-stat, p-value, D-crit, n1, n2 from the two-sample KS test for the samples in ranges R1 and R2, where alpha is the significance level (default =.05) and b, iter and m are as in KSINV.
How to calculate the critical value of ksinv?
Cell G14 contains the formula =MAX (G4:G13) for the test statistic and cell G15 contains the formula =KSINV (G1,B14,C14) for the critical value. Since D-stat =.229032 > .224317 = D-crit, we conclude there is a significant difference between the distributions for the samples.
How to interpret the output of Stata ksmirnov?
They do two tests: one sided (A less then B) and two sided (equality). For that I use STATA’s ksmirnov command, the problem is how to interpret the output. It return D and p but what one can conclude from these values is not clear for me. For instance, for my groups it returns: