ks.test (PR#1004)
charlie@muskrat.stat.umn.edu writes:
For example, Example 5.4 in Hollander and Wolfe (Nonparametric Statistical, Methods, 2nd ed., Wiley, 1999, pp. 180-181) R Version 1.3.1 (SuSE Linux 7.1)
X <- read.table(url("http://www.stat.umn.edu/geyer/5601/hwdata/t5-7.txt"),
+ header = TRUE)
names(X)
[1] "x" "y"
attach(X) ks.test(x, y)
Two-sample Kolmogorov-Smirnov test
data: x and y
D = 0.6, p-value = 0.01234
alternative hypothesis: two.sided
Not hardly. Hollander and Wolfe say the exact P-value is 0.0524. Note
Here's part of the problem:
Browse[1]> .C("psmirnov2x", p = as.double(STATISTIC), as.integer(n.x),
as.integer(n.y), PACKAGE = "ctest")$p
[1] 0.9876594
Browse[1]> .C("psmirnov2x", p = as.double(0.6), as.integer(n.x),
as.integer(n.y), PACKAGE = "ctest")$p
[1] 0.9475524
Browse[1]> STATISTIC
[1] 0.6
Perplexed? The reason is of course that
Browse[1]> STATISTIC-0.6
[1] 1.110223e-16
and the KS distribution is discontinuous, so the point probability at
0.6 didn't get counted. Looks like we need a fudge factor.
O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._