The Kolmogorov-Smirnov Goodness-of-fit Test

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  • Опубликовано: 22 авг 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)"

Комментарии • 30

  • @sumitchhabra2419
    @sumitchhabra2419 3 года назад +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 месяцев назад +1

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

  • @Tweeteketje
    @Tweeteketje 6 месяцев назад +1

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

  • @uglyducklingkpopdata3742
    @uglyducklingkpopdata3742 4 года назад +5

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

  • @marianabfranca
    @marianabfranca 2 года назад +1

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

  • @EW-mb1ih
    @EW-mb1ih 3 года назад +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 месяцев назад +1

    Thank you for your explanation, very clear and helpful.

  • @krishnavamsi9326
    @krishnavamsi9326 3 года назад +2

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

  • @LuanaSilva-rs5yd
    @LuanaSilva-rs5yd 2 года назад +1

    Thank you!

  • @fabioramilli8863
    @fabioramilli8863 2 года назад +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 месяца назад

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

  • @vl_3171
    @vl_3171 3 года назад +1

    Thanks a lot! Very clearly explained!

  • @hosseinpiri5144
    @hosseinpiri5144 3 года назад +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 года назад

      So what is the right conclusion?

    • @awge6666
      @awge6666 11 месяцев назад

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

    • @awge6666
      @awge6666 11 месяцев назад

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

  • @krrsh
    @krrsh 9 месяцев назад +1

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

    • @sesppsfd3815
      @sesppsfd3815 3 месяца назад

      Since it’s 2 tailed test

  • @jeroenvermunt3372
    @jeroenvermunt3372 3 года назад

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

  • @mellisahgotora9589
    @mellisahgotora9589 2 года назад

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

  • @udiibgui2136
    @udiibgui2136 3 года назад +1

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

  • @edgarl.calvadoresii9479
    @edgarl.calvadoresii9479 3 года назад +2

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

  • @dmitrii5735
    @dmitrii5735 Год назад

    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).

  • @NEILEVALAROZA
    @NEILEVALAROZA 2 года назад

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

  • @dc33333
    @dc33333 2 года назад

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

  • @ineshi
    @ineshi 3 года назад

    The tables you have been using bliz

  • @notwavybaby
    @notwavybaby Год назад

    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  Год назад

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

    • @anmolmohanty7537
      @anmolmohanty7537 7 месяцев назад

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

    • @Tweeteketje
      @Tweeteketje 6 месяцев назад

      @@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.