Message-ID: <1338201115628-4631571.post@n4.nabble.com>
Date: 2012-05-28T10:31:55Z
From: Rui Barradas
Subject: Kolmogorov-Smirnov test and the plot of max distance between two ecdf curves
In-Reply-To: <1338189877786-4631564.post@n4.nabble.com>
Hello,
That's a very difficult question. See
Marsaglia, Tsang, Wang (2003)
http://www.jstatsoft.org/v08/i18/
Simard, L'Ecuyer (2011)
http://www.jstatsoft.org/v39/i11
R's ks functions are a port of Marsaglia et al. to the .C interface.
Rui Barradas
maxbre wrote
>
> thanks rui
>
> that's what I was looking for
>
> I have another related question:
> - why of the difference between the max distance D calculated with
> ks.test() and the max distance D ?manually? calculated as in (2)?
>
> I guess it has something to do with the fact that KS is obtained with a
> maximisation that depends on the range of x values not necessarly
> coincident in the two different approaches
>
> ...any thought about this?
>
> maxbre
>
--
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