It's designed for continuous distributions. See the first sentence here: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test
K-S is conservative on discrete distributions On Sat, Feb 19, 2011 at 1:52 PM, tsippel <tsip...@gmail.com> wrote: > Is the kolmogorov-smirnov test valid on both continuous and discrete data? > I don't think so, and the example below helped me understand why. > > A suggestion on testing the discrete data would be appreciated. > > Thanks, > > a <- rnorm(1000, 10, 1);a # normal distribution a > b <- rnorm(1000, 12, 1.5);b # normal distribution b > c <- rnorm(1000, 8, 1);c # normal distribution c > d <- rnorm(1000, 12, 2.5);d # normal distribution d > > par(mfrow=c(2,2), las=1) > ahist<-hist(a, breaks=1:25, prob=T, ylim=c(0,0.4));box() # histograms of a > bhist<-hist(b, breaks=1:25, prob=T, ylim=c(0,0.4));box() # histograms of b > chist<-hist(c, breaks=1:25, prob=T, ylim=c(0,0.4));box() # histograms of c > dhist<-hist(d, breaks=1:25, prob=T, ylim=c(0,0.4));box() # histograms of d > > ks.test(c(a,b), c(c,d), alternative="two.sided") # kolmogorov-smirnov on > continuous data > ks.test(c(ahist$density, bhist$density), c(chist$density, dhist$density), > alternative="two.sided") # kolmogorov-smirnov on discrete data > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.