Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
Advantages of Kolmogorov-Smirnov
It is non-parametric and hence robust
It does not rely on the means location only
(like the t-test)
It works for non-normal data (the t-test can
fail if the data is too far from normal)
It is not sensitive to scaling
It is more powerful than 2
However, it is less sensitive than t if the
data is indeed normal
where :
F is the population cumulative distribution function
S is the sample cumulative relative frequency
distribution function
and D is the largest absolute difference between
cumulative observed and theoretical frequencies
xi
.8
.08
.05
1.6
.16
.10
1.7
.17
.15
1.9
.19
.20
2.3
.23
.25
4.0
.40
.30
4.5
.45
.35
4.7
.47
.40
5.3
.53
.45
10
5.4
.54
.50
11
6.2
.62
.55
12
6.4
.64
.60
13
6.7
.67
.65
14
6.8
.68
.70
15
7.9
.79
.75
16
8.4
.84
.80
17
9.0
.90
.85
18
9.1
.91
.90
19
9.7
.97
.95
20
9.8
.98
1.00
xi
.8
1.6
1.7
1.9
2.3
4.0
4.5
4.7
5.3
10
5.4
11
6.2
12
6.4
13
6.7
14
6.8
15
7.9
16
8.4
17
9.0
18
9.1
19
9.7
20
9.8
F (xi/10)
The cumulative
distribution function F
represents the area
under the density
function between 0 and
x. This area is x/10, so
we obtain the null
hypohesis.
xi
F (xi/10)
.8
.08
1.6
.16
1.7
.17
1.9
.19
2.3
.23
4.0
.40
4.5
.45
4.7
.47
5.3
.53
10
5.4
.54
11
6.2
.62
12
6.4
.64
13
6.7
.67
14
6.8
.68
15
7.9
.79
16
8.4
.84
17
9.0
.90
18
9.1
.91
19
9.7
.97
20
9.8
.98
8
i
xi
F (xi/10)
S (i/20)
.8
.08
.05
1.6
.16
.10
1.7
.17
.15
1.9
.19
.20
2.3
.23
.25
4.0
.40
.30
4.5
.45
.35
4.7
.47
.40
5.3
.53
.45
10
5.4
.54
.50
11
6.2
.62
.55
12
6.4
.64
.60
13
6.7
.67
.65
14
6.8
.68
.70
15
7.9
.79
.75
16
8.4
.84
.80
17
9.0
.90
.85
18
9.1
.91
.90
19
9.7
.97
.95
20
9.8
.98
1.00
The data
indicates
that the
greatest
difference
occurs just
prior to x =
40.
xi
F (xi/10)
S (i/20)
.8
.08
.05
1.6
.16
.10
1.7
.17
.15
1.9
.19
.20
2.3
.23
.25
4.0
.40
.30
4.5
.45
.35
4.7
.47
.40
5.3
.53
.45
10
5.4
.54
.50
11
6.2
.62
.55
12
6.4
.64
.60
13
6.7
.67
.65
14
6.8
.68
.70
15
7.9
.79
.75
16
8.4
.84
.80
17
9.0
.90
.85
18
9.1
.91
.90
19
9.7
.97
.95
20
9.8
.98
1.00
Solution:
D=FS
D = .40 - .25
D = .15
11
SAMPLE SIZE
(N)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
25
30
35
OVER 35
.20
.900
.684
.565
.494
.446
.410
.381
.358
.339
.322
.307
.295
.284
.274
.266
.258
.250
.244
.237
.231
.210
.190
.180
1.07
___
N
.01
.995
.929
.828
.733
.669
.618
.577
.543
.514
.490
.468
.450
.433
.418
.404
.392
.381
.371
.363
.356
.320
.290
.270
1.63
___
N
12