B Dittmann
2006-Jan-31 19:00 UTC
[R] Kolmogorov-Smirnov Test - what are the exact alternative hypotheses?
Hi everyone, I have performed the Kolmogorov-Smirnov test (ks.test) with R the first time. What I am not sure about is the exact alternative hypotheses (H1) given any H0. According to Conover (1971) Practical Nonparametric Statistics, chapter 6, the following one-sample tests can be performed: (1) Two-sided test H0: F(x) = F*(x) H1: F(x) =/= F*(x) [for at least one x] (2) one-sided test (2.a): "less" H0: F(x) =< F*(x) H1: F(x) > F*(x) [for at least one x] (2.b): "greater" H0: F(x) >= F*(x) H1: F(x) < F*(x) [for at least one x] with F(x) being the empirical distribution of sample data and F*(x) the hypothesised distribution. F*(x) requires full specification, which can be achieved by "fitdistr(..., F*(x)). The KS Test on R tests a sample performs a 2-sided test as default mode. The choice for "alternative" seems to allow for a choice of H0 different to the standard of two-sided. Suppose one would chooses "less" or "greater" as "alternative". Does the KS test automatically set the correct H1? Whenever I perform the test, the alternative hypothesis is not being stated, that is why I am not certain whether I would be correct to make this assumption. Here is an example of the output for a test: P*(x) is a lognormal distribution, fully specified with meanlog and sdlog. ==================== > ks.test(spread,plnorm, meanlog=2.359, sdlog=0.588, alternative = "greater") One-sample Kolmogorov-Smirnov test data: spread D^+ = 0.035, p-value = 0.0462 alternative hypothesis: greater Warning message: cannot compute correct p-values with ties in: ks.test(spread, plnorm, meanlog = 2.359, sdlog = 0.588, alternative = "greater") ===================== In the above test I am testing one-sided, i.e. (2.b) above. Does ks.test automatically set H1 such that "F(x) < F*(x) for at least one x"? Thank you for your help. Bernd Dittmann