Rajarshi Guha wrote: > > Hi, > I'm using the ks.test() on two vectors. I looked up the reference and > also coded up a version of the two sample Smirnov test. My question is > that how can I decide from the output of R that the two vectors x & y > come from the same distribution?
Strictly speaking, you cannot. You are testing H0: "same distribution" against H1: "different distribution" in case "two.sided", so you can only "decide" the alternative is true with probability 1-alpha, if p < alpha. > Am I correct in assuming that smaller D values indicate that they come > from the same distribution? Right. For D=0 the ecdfs are equal to each other under the two.sided hypothesis. > In addition how can I use the p value that is supplied in the output? As all other p values? You can reject if p < alpha. Before going further on, you should consider to read a book about statistical hypothesis testing, see the help page for notes on the accuracy of the p-value. > In my code I decided (as described by Conover) by calculating the > 1-alpha quantile and if D was greater than this value, the H_0 is > rejected. However I dont calculate a P value. Is this method > significantly different from the method used in R? The 1-alpha/2 quantile for the two sided test, I think. That's equivalent to a decision by p-values. > Since I get the same value of D in both methods is there any reason to > prefer one over the other? No. Uwe Ligges > Thanks, > > ------------------------------------------------------------------- > Rajarshi Guha <[EMAIL PROTECTED]> <http://jijo.cjb.net> > GPG Fingerprint: 0CCA 8EE2 2EEB 25E2 AB04 06F7 1BB9 E634 9B87 56EE > ------------------------------------------------------------------- > After a number of decimal places, nobody gives a damn. > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help