Which is the easy statistic in the Kolmogorov-Smirnov test?
The trick is to find a statistic which has a range of values that do not depend on things we do not know. Like the actual underlying distributions in this case. The test statistic in the Kolmogorov-Smirnov test is very easy, it is just the maximum vertical distance between the empirical cumulative distribution functions of the two samples.
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.
What is the returned value of K in kstest?
The returned value of h = 1 indicates that kstest rejects the null hypothesis, in favor of the alternative hypothesis that the cdf of the distribution of x1 is larger than the cdf of the distribution of x2, at the default 5% significance level. The returned value of k is the test statistic for the two-sample Kolmogorov-Smirnov test.
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.
When to use K’s table in Smirnov test?
The critical value of D for samples where and is ≤ 40, the K-S table for two sample case is used. When and/or > 40 then the K-S table for large samples of two sample test should be used. The null hypothesis is accepted if the calculated value is less than the table value and vice-versa.
When to use K-S two sample test?
K-S Two Sample Test. When instead of one, there are two independent samples then K-S two sample test can be used to test the agreement between two cumulative distributions. The null hypothesis states that there is no difference between the two distributions. The D-statistic is calculated in the same manner as the K-S One Sample Test.
What are the rejection criteria for the Smirnov test?
Rejection Criteria: If calculated value is greater than table value reject null hypothesis. In a study done from various streams of a college 60 students, with equal number of students drawn from each stream, are we interviewed and their intention to join the Drama Club of college was noted.