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    Kolmogorov-Smirnov Test (K-S Test) : Hypotheses: Null Hypothesis (H

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    Charmaine Rosales
    The Kolmogorov-Smirnov test (K-S test) compares a sample's cumulative distribution function to a reference distribution. It is a nonparametric test that does not require assumptions about the underlying distribution. The K-S test calculates Dn, the maximum distance between the sample and reference cumulative distributions. If Dn is greater than the critical value, the null hypothesis that the sample comes from the reference distribution is rejected. In an example, movie ratings are tested to see if they come from a normal distribution. Since the calculated Dn is less than the critical value, the null hypothesis is accepted.

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    Kolmogorov-Smirnov Test (K-S Test) : Hypotheses: Null Hypothesis (H

    Uploaded by

    Charmaine Rosales
    26 views2 pages
    The Kolmogorov-Smirnov test (K-S test) compares a sample's cumulative distribution function to a reference distribution. It is a nonparametric test that does not require assumptions about the underlying distribution. The K-S test calculates Dn, the maximum distance between the sample and reference cumulative distributions. If Dn is greater than the critical value, the null hypothesis that the sample comes from the reference distribution is rejected. In an example, movie ratings are tested to see if they come from a normal distribution. Since the calculated Dn is less than the critical value, the null hypothesis is accepted.

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    6. Kolmogorov Smirnov Test

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    The Kolmogorov-Smirnov test (K-S test) compares a sample's cumulative distribution function to a reference distribution. It is a nonparametric test that does not require assumptions about the underlying distribution. The K-S test calculates Dn, the maximum distance between the sample and reference cumulative distributions. If Dn is greater than the critical value, the null hypothesis that the sample comes from the reference distribution is rejected. In an example, movie ratings are tested to see if they come from a normal distribution. Since the calculated Dn is less than the critical value, the null hypothesis is accepted.

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    26 views2 pages

    Kolmogorov-Smirnov Test (K-S Test) : Hypotheses: Null Hypothesis (H

    Uploaded by

    Charmaine Rosales
    The Kolmogorov-Smirnov test (K-S test) compares a sample's cumulative distribution function to a reference distribution. It is a nonparametric test that does not require assumptions about the underlying distribution. The K-S test calculates Dn, the maximum distance between the sample and reference cumulative distributions. If Dn is greater than the critical value, the null hypothesis that the sample comes from the reference distribution is rejected. In an example, movie ratings are tested to see if they come from a normal distribution. Since the calculated Dn is less than the critical value, the null hypothesis is accepted.

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    © All Rights Reserved
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    Kolmogorov-Smirnov Test (K-S Test)

    ─ Nonparametric Test
    ─ This test is distribution free, meaning you don’t have to know the underlying population
    distribution before running the test.
    ─ K-S Test can be used to test whether a sample comes from a specific distribution.
    ─ This test compares a known expected frequency distribution (e.g. the normal distribution) to the
    observed frequency distribution generated by your data (Goodness of Fit).
    ─ There are no restrictions on sample size; small samples are acceptable.

    Hypotheses:
    Null Hypothesis (Ho):
    o The data come from the specified distribution
    o There is no significant difference between the distribution of the sample and the specified
    distribution
    o The observed frequency distribution is consistent with the expected frequency
    distribution (Good fit)
    o P=P0
    Alternative Hypothesis (Ha):
    o The data does not come from the specified distribution
    o There is a significant difference between the distribution of the sample and the specified
    distribution
    o The observed frequency distribution is not consistent with the expected frequency
    distribution (Bad fit)
    o P≠P0

    Formula:
    Dn = Maximum│Fo(X)− Fe(X)│
    Where:
    Dn = Distribution of the sample
    Fo(X) = Observed cumulative frequency distribution (CDF)
    Fe(X) = Expected cumulative frequency distribution (CDF)
    𝑘
    CDF = = no. of cumulative observation per group ÷ total no. of observation
    𝑛

    Decision:
    Reject Null Hypothesis (Ho) if: Dn > Dcritical value
    Accept Null hypothesis (Ha) if: Dn ≤ Dcritical value

    Example:
    Suppose you have 8 movie ratings (n=8), where each rating is a number between 1.0 (lowest) and 5.0
    (highest):
    2.6 4.6 2.3 1.2 2.4 3.8 2.7 2.9

    It looks like the ratings are low. Is there a statistical evidence that the ratings are not evenly (uniformly)
    distributed at 5% level of significance?

    Ho: There frequency distribution of the movie ratings is consistent with a normal distribution (P=P0)
    Ha: There frequency distribution of the movie ratings is not consistent with a normal distribution (P≠P0)
    Level of Significance: 0.05 Area of Rejection and Acceptance:
    Tail: 1-tailed 0.457
    Test Statistic: K-S Test
    Critical Value: 0.457
    Computations:

    Ratings Fo Fe Cumulative Fo Cumulative Fe Fo(X)/Fo CDF Fe(X)/Fe CDF │Fo− Fe│


    1.0 – 1.5 1 1 1 1 1/8 = 0.125 1/8 = 0.125 0
    1.6 – 2.0 0 1 1 2 1/8 = 0.125 2/8 = 0.250 0.125
    2.1 – 2.5 2 1 3 3 3/8 = 0.375 3/8 = 0.375 0
    2.6 – 3.0 3 1 6 4 6/8 = 0.750 4/8 = 0.500 0.250
    3.1 – 3.5 0 1 6 5 6/8 = 0.750 5/8 = 0.625 0.125
    3.6 – 4.0 1 1 7 6 7/8 = 0.875 6/8 = 0.750 0.125
    4.1 – 4.5 0 1 7 7 7/8 = 0.875 7/8 = 0.875 0
    4.6 – 5.0 1 1 8 8 8/8 = 1.00 8/8 = 1.00 0

    Dn = 0.250
    Dcrit = 0.457

    Decision: Accept the null hypothesis (Ho)


    Analysis/Interpretation:
    Since the computed Dn value of 0.250 is lesser than the critical value of 0.457, thus Ho is
    accepted. Therefore, the frequency distribution of the movie ratings is consistent with the normal
    distribution. The results imply that majority of the respondents fairly liked the movie and only few of
    them either really liked or disliked it.

    K-S TEST CRITICAL VALUES

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