tonja.krueger at web.de
2017-Nov-15 09:46 UTC
[R] ks.test() with 2 samples vs. 1 sample an distr. function
Dear all, I have a question concerning the ks.test() function. I tryed to calculate the example given on the German wikipedia page. xi <- c(9.41,9.92,11.55,11.6,11.73,12,12.06,13.3) I get the right results when I calculate: ks.test(xi,pnorm,11,1) Now the question: shouldn't I obtain the same or a very similar result if I commpare the sample and a calculated sample from the distribution? p<- c(0.125, 0.250, 0.375, 0.500, 0.625, 0.750, 0.875, 0.9999) x <- qnorm(p,11,1) ks.test(xi,x) Why don't I? Thanks for helping me! Tonja
David L Carlson
2017-Nov-15 15:56 UTC
[R] ks.test() with 2 samples vs. 1 sample an distr. function
In the first example you are performing a one-sample test against a continuous cumulative distribution (in this case a normal distribution). In the second case you are performing a two-sample test. You drew your values for x non-randomly by specifying fixed intervals along a normal distribution, but ks.test() just sees that you have provided two samples, not one sample and values along a cumulative distribution. ---------------------------------------- David L Carlson Department of Anthropology Texas A&M University College Station, TX 77843-4352 -----Original Message----- From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of tonja.krueger at web.de Sent: Wednesday, November 15, 2017 3:47 AM To: r-help at r-project.org Subject: [R] ks.test() with 2 samples vs. 1 sample an distr. function Dear all, I have a question concerning the ks.test() function. I tryed to calculate the example given on the German wikipedia page. xi <- c(9.41,9.92,11.55,11.6,11.73,12,12.06,13.3) I get the right results when I calculate: ks.test(xi,pnorm,11,1) Now the question: shouldn't I obtain the same or a very similar result if I commpare the sample and a calculated sample from the distribution? p<- c(0.125, 0.250, 0.375, 0.500, 0.625, 0.750, 0.875, 0.9999) x <- qnorm(p,11,1) ks.test(xi,x) Why don't I? Thanks for helping me! Tonja ______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
peter dalgaard
2017-Nov-16 16:00 UTC
[R] ks.test() with 2 samples vs. 1 sample an distr. function
I suspect that that reply just replicates the question. There are two issues: The distribution of the test statistic is different, which may be unsurprising. However, the test statistic itself is also different which may be a bit more subtle. It may help to plot(ecdf(xi)) and similarly x. The 2-sample KS statistic will is the maximum vertical distance between two step functions, so with 2x8 points, it will be a multiple of .125. The 1-sample version is the max distance between a step function and a smooth curve. -pd> On 15 Nov 2017, at 16:56 , David L Carlson <dcarlson at tamu.edu> wrote: > > In the first example you are performing a one-sample test against a continuous cumulative distribution (in this case a normal distribution). In the second case you are performing a two-sample test. You drew your values for x non-randomly by specifying fixed intervals along a normal distribution, but ks.test() just sees that you have provided two samples, not one sample and values along a cumulative distribution. > > ---------------------------------------- > David L Carlson > Department of Anthropology > Texas A&M University > College Station, TX 77843-4352 > > > -----Original Message----- > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of tonja.krueger at web.de > Sent: Wednesday, November 15, 2017 3:47 AM > To: r-help at r-project.org > Subject: [R] ks.test() with 2 samples vs. 1 sample an distr. function > > Dear all, > I have a question concerning the ks.test() function. I tryed to calculate the example given on the German wikipedia page. > xi <- c(9.41,9.92,11.55,11.6,11.73,12,12.06,13.3) > I get the right results when I calculate: ks.test(xi,pnorm,11,1) Now the question: shouldn't I obtain the same or a very similar result if I commpare the sample and a calculated sample from the distribution? > p<- c(0.125, 0.250, 0.375, 0.500, 0.625, 0.750, 0.875, 0.9999) x <- qnorm(p,11,1) > ks.test(xi,x) > Why don't I? > Thanks for helping me! > Tonja > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com