Log In

Come Join Us!

Are you an
Engineering professional?
Join Eng-Tips Forums!
  • Talk With Other Members
  • Be Notified Of Responses
    To Your Posts
  • Keyword Search
  • One-Click Access To Your
    Favorite Forums
  • Automated Signatures
    On Your Posts
  • Best Of All, It's Free!

*Eng-Tips's functionality depends on members receiving e-mail. By joining you are opting in to receive e-mail.

Posting Guidelines

Promoting, selling, recruiting, coursework and thesis posting is forbidden.

Students Click Here

Kolmogorov - Simrnov Test

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

Red Flag This Post

Please let us know here why this post is inappropriate. Reasons such as off-topic, duplicates, flames, illegal, vulgar, or students posting their homework.

Red Flag Submitted

Thank you for helping keep Eng-Tips Forums free from inappropriate posts.
The Eng-Tips staff will check this out and take appropriate action.

Reply To This Thread

Posting in the Eng-Tips forums is a member-only feature.

Click Here to join Eng-Tips and talk with other members! Already a Member? Login


Close Box

Join Eng-Tips® Today!

Join your peers on the Internet's largest technical engineering professional community.
It's easy to join and it's free.

Here's Why Members Love Eng-Tips Forums:

Register now while it's still free!

Already a member? Close this window and log in.

Join Us             Close