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Kolmogorov - Simrnov Test

Kolmogorov - Simrnov Test

Hi all,
I have done some measurments and want to fit these meatsurments to certian distributions , read about KS test but cant understand how to chose the constant value that if the maximum differnece D between the know distribtuin and the function under test is less than or equal to this constant then the hypothesis is right , other wise it is not how can I know what constant to chose and how can I know according to the constant what value of confidence level is assumed ,,,
thnaks for any help in advance

RE: Kolmogorov - Simrnov Test

no answer plz answer me

RE: Kolmogorov - Simrnov Test

HI greg , I read this information I told you in the book , Degroot " probability and statitics " , and it is like this how it works in this book , I am still confused

RE: Kolmogorov - Simrnov Test

You find the constant, the critical value, from tables if your program does not generate it. You have to chose the kind of your test: single sided or double sided, you chose the significance level and you have the number of points from your measurements.Look at www wikipedia.

RE: Kolmogorov - Simrnov Test

saw the website and it is not related , can you give it to me again

RE: Kolmogorov - Simrnov Test

1.  First you have to sort your data in ascending order
2.  Set up table:

i  Y(i)  Fn(Yi)   F(Yi)  Dn+  Dn-

where i is an index 1,2,3...n
where Y(i) is your sample data
Fn(Yi) = i/n
F(Yi) is your function for Y(i) for the test distribution
Dn+ is absolute value of [Fn(Yi) - F(Yi)]
Dn- is absoulte value of [F(Yi) - (i-1)/n]

3.  Your test statistic Dn = max{Dn+,Dn-}

Compare to a table value and reject Ho if Dn > D

RE: Kolmogorov - Simrnov Test

thnaks aalot PENN state IE

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