From: Patrick Burns <pburns_at_pburns.seanet.com>

Date: Sat 04 Feb 2006 - 02:30:08 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 02:46:03 2006

Date: Sat 04 Feb 2006 - 02:30:08 EST

The distribution of p-values should be uniform under the null hypothesis. When I do:

> jj <- numeric(10000)

> for(i in 1:10000) jj[i] <- ks.test(rexp(2500, .4), 'pexp', .4)$p.value
Warning messages:

1: cannot compute correct p-values with ties in: ks.test(rexp(2500,
0.4), "pexp", 0.4)

2: cannot compute correct p-values with ties in: ks.test(rexp(2500,
0.4), "pexp", 0.4)

3: cannot compute correct p-values with ties in: ks.test(rexp(2500,
0.4), "pexp", 0.4)

4: cannot compute correct p-values with ties in: ks.test(rexp(2500,
0.4), "pexp", 0.4)

> hist(jj, 50, col='yellow'); abline(h=200, col='green')

I get a histogram that looks reasonably flat to me.

Patrick Burns

patrick@burns-stat.com

+44 (0)20 8525 0696

http://www.burns-stat.com

(home of S Poetry and "A Guide for the Unwilling S User")

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
**>
**>
**>
**>
**>
*

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 02:46:03 2006

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