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statistical function example


From: Dean Allen Provins
Subject: statistical function example
Date: Tue, 23 Aug 2005 13:57:12 -0600
User-agent: Mutt/1.5.9i

I have been trying to make some sense out of the "kolmogorov_smirnov_test"
function result.  Given a sample of 8 data points, for which Swan and
Sandilands, "Introduction to Geological Data Analysis", give a clear
answer, I cannot get an answer from the KS test that has any meaning
for me.

S&S obtain the maximum deviation  (about 0.22) and compare that value to
that which would be exceeded with probability 0.05 (their table indicates
about 0.46).  The second return value from the Octave KS test is much
larger:

              p = 0.053223
              k = 1.3466

I presume the "p" value is the probability of rejecting H0, but what is
"k"?  No such value appears in the one-sided test tables that I located
on the 'net.

The input data X and the cumulative frquency used (i/n+1) is:
      X         CF
   0.07000   0.11111
   0.12000   0.22222
  -0.06000   0.33333
  -0.04000   0.44444
  -0.05000   0.55556
   0.08000   0.66667
   0.04000   0.77778
   0.00000   0.88889

Would any readers with some insight care to enlighten me?

I appreciate that Octave and its functions aren't meant to be a guide to
(in this case) statistical analysis, but example usage and a description
of how one is to interpret the test results would be appreciated by
those of us with less background.

Thanks,

Dean

-- 
                           Dean Provins, P. Geoph.
                            50.95033N, 114.03791E
                           address@hidden
                         address@hidden
                  KeyID at at pgpkeys.mit.edu:11371: 0x9643AE65
          Fingerprint: 9B79 75FB 5C2B 22D0 6C8C 5A87 D579 9BE5 9643 AE65



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