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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
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