[R] Kolmogorov-Smirnov test, which one to use?

[Greg Snow]

It is not clear what question you are trying to answer.  Perhaps if you can give us an explanation of your overall goal then we can be more helpful.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Roslina Zakaria
> Sent: Wednesday, August 04, 2010 8:34 PM
> To: r-help at r-project.org
> Subject: [R] Kolmogorov-Smirnov test, which one to use?
> 
> Hi,
> 
> I have two sets of data, an observed data and generated data.
> The generated data is obtained from the model where the parameters is
> estimated
> from the observed data.
> 
> So I'm not sure which to use either
> one-sample test
> ks.test(x+2, "pgamma", 3, 2) # two-sided, exact
> 
> or
> 
> two-sample test
> ks.test(x, x2, alternative="l")
> 
> If I use the one-sample test I need to specified the model which I
> don't have in
> my case.
> 
> Actually I use the two-sample test and when I compare with what I got
> from using
> Chi-square test the result is too different.
> 
> Data:
> 
>       obs_data  pre_gam
>  [1,]       93  25.6770
>  [2,]      115 127.9095
>  [3,]      125 151.6845
>  [4,]      120 146.9295
>  [5,]      106 107.9385
>  [6,]      101 107.4630
>  [7,]       75  86.5410
>  [8,]       58  55.6335
>  [9,]       46  43.7460
> [10,]       38  32.8095
> [11,]       31  16.1670
> [12,]       17  18.5445
> [13,]       10   9.0345
> [14,]       16  20.9220
> 
> Results:
> > chisq.test(obs_data, p = pre_gam, rescale.p = TRUE)
>         Chi-squared test for given probabilities
> data:  obs_data
> X-squared = 205.4477, df = 13, p-value < 2.2e-16
> 
> > ks.test(obs_data,pre_gam)
>         Two-sample Kolmogorov-Smirnov test
> data:  obs_data and pre_gam
> D = 0.2143, p-value = 0.9205
> alternative hypothesis: two-sided
> 
> 
> Am I doing the right thing?
> 
> Thank you so much for your help.
> 
> 
> 
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