From: Emanuele Mazzola <mathematician4_at_hotmail.com>

Date: Sat 04 Feb 2006 - 01:36:43 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Feb 04 01:53:16 2006

Date: Sat 04 Feb 2006 - 01:36:43 EST

Hi everybody,

while performing ks.test for a standard exponential distribution on samples of dimension 2500, generated everytime as new, i had this strange behaviour:

*>data<-rexp(2500,0.4)
**>ks.test(data,"pexp",0.4)
*

One-sample Kolmogorov-Smirnov test

data: data

D = 0.0147, p-value = 0.6549

alternative hypothesis: two.sided

*>data<-rexp(2500,0.4)
**>ks.test(data,"pexp",0.4)
*

One-sample Kolmogorov-Smirnov test

data: data

D = 0.019, p-value = 0.3305

alternative hypothesis: two.sided

*>data<-rexp(2500,0.4)
**>ks.test(data,"pexp",0.4)
*

One-sample Kolmogorov-Smirnov test

data: data

D = 0.0171, p-value = 0.4580

alternative hypothesis: two.sided

*>data<-rexp(2500,0.4)
**>ks.test(data,"pexp",0.4)
*

One-sample Kolmogorov-Smirnov test

data: data

D = 0.0143, p-value = 0.6841

alternative hypothesis: two.sided

*>data<-rexp(2500,0.4)
**>ks.test(data,"pexp",0.4)
*

One-sample Kolmogorov-Smirnov test

data: data

D = 0.0145, p-value = 0.6684

alternative hypothesis: two.sided

*>data<-rexp(2500,0.4)
**>ks.test(data,"pexp",0.4)
*

One-sample Kolmogorov-Smirnov test

data: data

D = 0.0123, p-value = 0.8435

alternative hypothesis: two.sided

*>data<-rexp(2500,0.4)
**>ks.test(data,"pexp",0.4)
*

One-sample Kolmogorov-Smirnov test

data: data

D = 0.0186, p-value = 0.3532

alternative hypothesis: two.sided

It seems kind of strange to me that max p-value obtained is 0.8435 and all
the best i can have from the rest is a 0.66-0.68.
I'm probably not so expert in running this kind of test, but am I doing
something wrong?

I would expect p values ranging from 0.75 (to be kind) to 0.9, 0.95. How is
this possible?

Thank you in advance for your answers.

See you soon

EM

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Feb 04 01:53:16 2006

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