The Kolmogorov-Smirnov Goodness-of-fit Test

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  • เผยแพร่เมื่อ 5 ก.ย. 2024
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    Q. Fasting blood glucose determinations made on 36 non-obese, apparently healthy, adult males are shown below. We wish to know if we may conclude that these data are not from a normally distributed population with a mean of 80 and a standard deviation of 6.
    The Kolmogorov-Smirnov test is used when one wishes to know how well the distribution of sample data conforms to some theoretical distribution.
    When using the Kolmogrorov-Smirnov goodness-of-fit test, a comparison is made between some theoretical cumulative distribution function, (F_T (x)), and a sample cumulative distribution function, (F_S (x)). The sample is a random sample from a population with unknown cumulative distribution function F(x).
    The difference between the theoretical cumulative distribution function and the sample cumulative distribution function is measured by the statistic D, which is the greatest vertical distance between F_S (x) and F_T (x).
    "D equals the supreme (greatest), overall x, of the absolute value of the difference F_S (x) minus F_T (x)"

ความคิดเห็น • 30

  • @sumitchhabra2419
    @sumitchhabra2419 3 ปีที่แล้ว +22

    This is the best explanation I have come across on KS test.
    I don't understand why it doesn't appear on the top of youtube algorithms search for KS test.

  • @nanhl
    @nanhl 5 หลายเดือนก่อน +1

    The example makes KS test super easy to understand! This really saves my life

  • @Tweeteketje
    @Tweeteketje 7 หลายเดือนก่อน +1

    Thanks, extremely clear and I understand the theory much better now!

  • @uglyducklingkpopdata3742
    @uglyducklingkpopdata3742 4 ปีที่แล้ว +5

    Your explanation is very clear and so goooooood. Thank you for making it!!!!

  • @EW-mb1ih
    @EW-mb1ih 3 ปีที่แล้ว +5

    There is a minor error in the Ft(x) value. for z=-2, it should be 0.0228 approx 0.023 and not 0.022

  • @jadeelsa9081
    @jadeelsa9081 10 หลายเดือนก่อน +1

    Thank you for your explanation, very clear and helpful.

  • @marianabfranca
    @marianabfranca 2 ปีที่แล้ว +1

    Thank you so much! I was looking for that since a while!!

  • @krishnavamsi9326
    @krishnavamsi9326 3 ปีที่แล้ว +2

    So Thankful bro... You made me 2 understand in less than 5 mins

  • @LuanaSilva-rs5yd
    @LuanaSilva-rs5yd 2 ปีที่แล้ว +1

    Thank you!

  • @vl_3171
    @vl_3171 3 ปีที่แล้ว +1

    Thanks a lot! Very clearly explained!

  • @jeroenvermunt3372
    @jeroenvermunt3372 3 ปีที่แล้ว

    In a blog post I saw that you had to compare a certain statistic with the KS-value, not the p-value

  • @fabioramilli8863
    @fabioramilli8863 2 ปีที่แล้ว +5

    Dear Sir, thank you for your nice video, but there are some issues that I'm missing. it's not clear why you take the D statistic and consider it as a p-value. Why do you double the p-value for a two-sided test, given that your chose the two-sided critical value of your table? Usually when a statistic exceeds a critical value, then there is a statistically significant difference. Isn't this the case?
    Perhaps I misunderstood, but is it possible that the right conclusion for this otherwise excellent video would be that the D statistic is equal to 0.16, and it doesn't exceed the 0.221 critical value (two-sided, alpha=0.05) thus the distribution doesn't differ statistically from the normal distribution (with mu=80 and sigma=6)?

    • @johnrecker4352
      @johnrecker4352 4 หลายเดือนก่อน

      same here, i still missing the point about the double D, can someone elaborating?

  • @krrsh
    @krrsh 10 หลายเดือนก่อน +1

    Why is the D value is multiplied by 2 and considered as p-value?

    • @sesppsfd3815
      @sesppsfd3815 4 หลายเดือนก่อน

      Since it’s 2 tailed test

  • @mellisahgotora9589
    @mellisahgotora9589 2 ปีที่แล้ว

    Thank u very much...been struggling to find Ft(x)

  • @edgarl.calvadoresii9479
    @edgarl.calvadoresii9479 3 ปีที่แล้ว +2

    How is ks test different from chi square goodness of fit?

  • @udiibgui2136
    @udiibgui2136 3 ปีที่แล้ว +1

    What if we are not given a mean and sigma and still tasked with testing for normality?

  • @NEILEVALAROZA
    @NEILEVALAROZA 3 ปีที่แล้ว

    kindly check the numbers you are using taken from the Z table. some numbers taken from 0.03 and 0.07....

  • @dmitrii5735
    @dmitrii5735 ปีที่แล้ว

    The video is indeed cool! But, it does not apply to discrete distributions, doest it? In the example shown, we have exactly discrete distribution (the way it is measured).

  • @hosseinpiri5144
    @hosseinpiri5144 3 ปีที่แล้ว +5

    While I like the explanation and the details you provided, I believe that last conclusion is incorrect. You are concluding that since 2D>Critical_level, then our distribution is normal, which is incorrect. Your conclusion implies that for concluding normality, it is better if D is large (i.e., two distributions have a larger difference)!

    • @fatyaaaa
      @fatyaaaa 3 ปีที่แล้ว

      So what is the right conclusion?

    • @awge6666
      @awge6666 ปีที่แล้ว

      @@fatyaaaajust compare the D value with the critical value. Reject null hypothesis if D

    • @awge6666
      @awge6666 ปีที่แล้ว

      @@fatyaaaabecause D value is essentially the distance (difference) between our obaerved data distribution and theoretical distribution

  • @dc33333
    @dc33333 2 ปีที่แล้ว

    do you have to add a bonferroni correction to the calculated pvalue?

  • @ineshi
    @ineshi 3 ปีที่แล้ว

    The tables you have been using bliz

  • @notwavybaby
    @notwavybaby ปีที่แล้ว

    This is wrong. You don't multiply the D statistic by 2. Not sure why you did this but it definitely gives the wrong answer.

    • @StudyForceOnline
      @StudyForceOnline  ปีที่แล้ว

      The solution has been verified by a statistician working at our school

    • @anmolmohanty7537
      @anmolmohanty7537 7 หลายเดือนก่อน

      K-S test is only for one tail test
      Because it is a two tailed test (≠)
      Not one tailed (

    • @Tweeteketje
      @Tweeteketje 7 หลายเดือนก่อน

      @@anmolmohanty7537 But the table already shows at 6:26 that the column for a 97.5% one-tailed test is the same as for a 95% two-tailed test. So I also don't understand why it is doubled.