[R] question regarding ks.test()

Rajarshi Guha rajarshi at presidency.com
Mon Sep 15 19:24:49 CEST 2003


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?

Am I correct in assuming that smaller D values indicate that they come
from the same distribution? In addition how can I use the p value that
is supplied in the output?

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? 

Since I get the same value of D in both methods is there any reason to
prefer one over the other?

Thanks,

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Rajarshi Guha <rajarshi at presidency.com> <http://jijo.cjb.net>
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