[R] Kolmogorov-smirnov test

[Glen Barnett]

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 <tsippel at 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
>
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