Kolmogorov - Simrnov Test
Kolmogorov - Simrnov Test
(OP)
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
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
RE: Kolmogorov - Simrnov Test
http://www.physics.csbsju.edu/stats/KS-test.html
will increase your understanding of a test with a similar name.
Cheers
Greg Locock
Please see FAQ731-376 for tips on how to make the best use of Eng-Tips.
RE: Kolmogorov - Simrnov Test
RE: Kolmogorov - Simrnov Test
m777182
RE: Kolmogorov - Simrnov Test
Wadah
RE: Kolmogorov - Simrnov Test
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TTFN
RE: Kolmogorov - Simrnov Test
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