What is the p value for Kolmogorov Smirnov test?
It accepts the null hypothesis since p-value 0.1954 > 0.05 = � – a default value of the level of significance. According to this test, the difference between two samples is not significant enough to say that they have different distribution.
What is ks_2samp?
scipy.stats.ks_2samp(data1, data2)[source] Computes the Kolmogorov-Smirnov statistic on 2 samples. This is a two-sided test for the null hypothesis that 2 independent samples are drawn from the same continuous distribution.
What is Lilliefors significance correction?
The Lilliefors correction has been employed in the Explore procedure (EXAMINE command) to correct the significance value for use of the sample mean and SD in place of a hypothesized population mean and SD.
What does a KS test tell you?
The KS test report the maximum difference between the two cumulative distributions, and calculates a P value from that and the sample sizes. Thus, although the test analyzes the actual data, it is equivalent to an analysis of ranks. Thus the test is fairly robust to outliers (like the Mann-Whitney test).
What is the difference between Kolmogorov-Smirnov and Shapiro Wilk?
Briefly stated, the Shapiro-Wilk test is a specific test for normality, whereas the method used by Kolmogorov-Smirnov test is more general, but less powerful (meaning it correctly rejects the null hypothesis of normality less often).
What is a good KS statistic value?
1.0
K-S should be a high value (Max =1.0) when the fit is good and a low value (Min = 0.0) when the fit is not good. When the K-S value goes below 0.05, you will be informed that the Lack of fit is significant.
How is KS value calculated?
First step is to split predicted probability into 10 parts (decile) and then compute the cumulative % of events and non-events in each decile and check the decile where difference is maximum (as shown in the image below.) In the image below, KS is 57.8% and it is at third decile. KS curve is shown below.
What is good Ks value?
K-S should be a high value (Max =1.0) when the fit is good and a low value (Min = 0.0) when the fit is not good. When the K-S value goes below 0.05, you will be informed that the Lack of fit is significant.” I’m trying to get a limit value, but it’s not very easy.
When should I use Kolmogorov-Smirnov?
The Kolmogorov-Smirnov test (Chakravart, Laha, and Roy, 1967) is used to decide if a sample comes from a population with a specific distribution. where n(i) is the number of points less than Yi and the Yi are ordered from smallest to largest value.