All Questions
7
questions
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37
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Relation between the sample size with the powers of Kolmogorov Smirnov, Cramer Von Mises and Anderson Darling?
I want to know the mathematical relation between the sample size with the powers of 1. Kolmogorov Smirnov, 2. Cramer Von Mises, and 3. Anderson Darling.
I have seen many posts and other websites ...
2
votes
0
answers
464
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Multiple comparisons version of Kolmogorov-Smirnov test
Suppose $\mathbf{y}_{i} $ and $ \mathbf{x}_{i}\,$ are length-$m$ vectors and $D_{i}$ is some arbitrary distribution $(i=1,...,N)$. I would like to conduct the following hypothesis test:
$ H_{0}: \...
- 388
1
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0
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95
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What among location, scale and shape is Kolmogorov–Smirnov test statistic sensitive to and why? [closed]
I understand that the Kolmogorov–Smirnov test statistic for a given cumulative distribution function $F(x)$ is $D_n = \sup_x |F_n(x) - F(x)|$. However, if I have to rank its sensitivity to location, ...
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2
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58
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Parametric test for testing if two sets of samples came from the same normal distribution with unknown parameter?
Is there a parametric test to see if two sets of samples came from the same normal distribution with unknown parameter?
Suppose I have one set of samples $X_1, X_2, \dots, X_m$ and another set of ...
- 653
2
votes
0
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54
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Suggest a (nonparametric?) test for the difference between two strictly-positive distributions
$\mathbf{X}$ is a $n\times p$ matrix of data. I'm treating $\mathbf{X}$ as having a multivariate normal distribution with some arbitrary covariance structure.
$\mathbf{Y}$ is a $(m<n)\times p$ ...
- 13.5k
6
votes
3
answers
7k
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Alternative to Kolmogorov-Smirnov test when parameters are estimated from the data
I need to compare whether two distributions are similar when the values are scaled by the mean of each of the distribution. One limitation of ks-test as per http://www.itl.nist.gov/div898/handbook/eda/...
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2
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2
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Nonparametric test statistics for non-equal sample sizes
If I have two samples, with one 30-times larger than the other, which nonparametric test statistics should be considered for checking the null of equal distribution?
I am using Kolmogorov-Smirnov ...
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