Re: [R] Problems with ks.test

From: Don MacQueen <macq_at_llnl.gov>
Date: Sat 04 Feb 2006 - 02:25:42 EST

7 repetitions is not nearly enough to get a good estimate of the variability of the test statistic.
Try this:

nrep <- 500
pvals <- tstvals <- numeric(nrep)

for (i in seq(nrep)) {

   tmp <- ks.test(rexp(2500,0.4),"pexp",0.4)    pvals[i] <- tmp$p.value
   tstvals[i] <- tmp$statistic
}

hist(pvals)
hist(tstvals)
round(quantile(pvals,pr=seq(0.05,.95,.05)),2)

At 2:36 PM +0000 2/3/06, Emanuele Mazzola wrote:
>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

-- 
--------------------------------------
Don MacQueen
Environmental Protection Department
Lawrence Livermore National Laboratory
Livermore, CA, USA

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Received on Sat Feb 04 02:39:42 2006

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