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How to interpret two sample Kolmogorov-Smirnov test results?
I would like to know the interpretation of two sample Kolmogorov-Smirnov test results. I have two sample groups- 0 and 1. I entered Stata command, The test results are composed of three lines. I read the explanation of KS test in Stata manual.
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 is the Kolmogorov-Smirnov goodness of fit test created?
A distribution-free multivariate Kolmogorov–Smirnov goodness of fit test has been proposed by Justel, Peña and Zamar (1997). The test uses a statistic which is built using Rosenblatt’s transformation, and an algorithm is developed to compute it in the bivariate case.
How to interpret the KS _ 2samp function specification?
When doing a Google search for ks_2samp, the first hit is this website. On it, you can see the function specification: This is a two-sided test for the null hypothesis that 2 independent samples are drawn from the same continuous distribution.
Is the Kolmogorov Smirnov test the same as the goodness of fit test?
It is easy to confuse the two sample Kolmogorov-Smirnov test (which compares two groups) with the one sample Kolmogorov-Smirnov test, also called the Kolmogorov-Smirnov goodness-of-fit test, which tests whether one distribution differs substantially from theoretical expectations.
What is the approximate asymptotic value of the ksmirnov test?
Finally, the approximate asymptotic p-value for the combined test is 0.785. The approximate p-values ksmirnov calculates are based on the five-term approximation of the asymptotic distributions derived by Smirnov (1933).