The table gives the critical values of the Dn as described in Kolmogrov-Smirnov Test.
Sir charles? How can we identify the critical value in the kolmogorov smornov test
This is covered on the website. I suggest that you type Kolmogorov into the Search bar (under the topic menu on the right side of any webpage) to see how the critical value of the KS test is used.
My observed value Dn=0.0462, n=100. How to calculate p-value? Thanks in advance.
You can use the KSPROB function as described on the following webpage:
How can we “accept” the null hypothesis H0? We fail to reject the alternative,
not less, not more. The NHST was not constructed to accept whatever H0 or Ha.
Think that the procedure is completely unfair to Ha, in fact we not reject it
unless the pvalue is less than 1-alpha, that is 0.05 , 0.01.
So there are a lot of cases that p>0.05 (say) notwithstanding H0 is untrue.
. . . shows that the significance level is below the cut-off value we have set (e.g., either 0.05 or 0.01), we reject the null hypothesis and accept the alternative hypothesis. Alternatively, if the significance level is above the cut-off value, we fail to reject the null hypothesis and cannot accept the alternative hypothesis. You should note that you cannot accept the null hypothesis, but only find evidence against it.
The numbers that you have reported for D_n is in contrast with the values at the wiki page :
Look at the “Two-sample Kolmogorov–Smirnov test” at the wiki page, for two samples of different sizes n and n’, If one defines n=n’, she will get D_n bigger than what you have reported for n over 50 in this page…with a factor of sqrt(2). which one is correct?
The Wikipedia page that you reference provides the exact same values as the one sample KS table on my site. In any case, the Wikipedia table is referring to the two sample test whereas as the referenced table on my site is for the one sample test. I describe the two sample KS test on the following webpage
Two Sample Kolmogorov-Smirnov Test
Thank you so much for your quick response. That was so helpful.
Sorry….for n25..alpha o.o5=0.264
For n25 alpha 0.05 is 0.264….
In the Kolmogorov-Smirnov table, the critical value of D increases as alpha (1-P) decreases for a given N. This would imply that if a sample K-S statistic is < the critical D value at say the .05 level, then it must also be < the critical D value at the .01 level. This does not seem logical to me – what am I missing?
We reject the null hypothesis that the data comes from a specific distribution when the sample K-S statistic > the critical value (not less than it).
Yes, I agree – so if the sample K-S statistics is critical D at 0.05, so we must then accept the null hypothesis at the 0.01 level, and then at the 0.01 level, etc.
Put another way, would we reject the null hypothesis at the 0.05 level but accept it at the 0.01 level if the the sample,K-S statistic lay between these values (ie D.01 > K-S statistic > D.05)? Robert
Charles – sorry, “>” was missing on the first line; should read “… K-S statistic is > critical D …then accept H0 at the 0.01 level…”. Apologies, Robert
I meant “<" of course – I'm confusing myself! Robert
If you reject a null hypothesis at the 1% level, then clearly you reject it also at the 5% level. Thus if you retain the null hypothesis at the 5% level you also retain it at the 1% level.
Charlies – thank you for your patience, Robert
Hi Charles, how i get the Kolmogorov-Smirnov Table for two samples?
I have found a few versions of the two-sample KS table, but they are all different, and so I have been reluctant to put one of these on the website. For this reason I provided a distribution function to calculate these values, as described on the webpage
Two Sample Kolmogorov-Smirnov Test.
Thank you for your help.
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