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The Kolmogorov-Smirnov Goodness-of-fit Test

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  • čas přidán 8. 05. 2020
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    Q. Fasting blood glucose determinations made on 36 non-obese, apparently healthy, adult males are shown below. We wish to know if we may conclude that these data are not from a normally distributed population with a mean of 80 and a standard deviation of 6.
    The Kolmogorov-Smirnov test is used when one wishes to know how well the distribution of sample data conforms to some theoretical distribution.
    When using the Kolmogrorov-Smirnov goodness-of-fit test, a comparison is made between some theoretical cumulative distribution function, (F_T (x)), and a sample cumulative distribution function, (F_S (x)). The sample is a random sample from a population with unknown cumulative distribution function F(x).
    The difference between the theoretical cumulative distribution function and the sample cumulative distribution function is measured by the statistic D, which is the greatest vertical distance between F_S (x) and F_T (x).
    "D equals the supreme (greatest), overall x, of the absolute value of the difference F_S (x) minus F_T (x)"

Komentáře • 30

  • @sumitchhabra2419
    @sumitchhabra2419 Před 3 lety +22

    This is the best explanation I have come across on KS test.
    I don't understand why it doesn't appear on the top of youtube algorithms search for KS test.

  • @nanhl
    @nanhl Před 4 měsíci +1

    The example makes KS test super easy to understand! This really saves my life

  • @Tweeteketje
    @Tweeteketje Před 6 měsíci +1

    Thanks, extremely clear and I understand the theory much better now!

  • @uglyducklingkpopdata3742
    @uglyducklingkpopdata3742 Před 4 lety +5

    Your explanation is very clear and so goooooood. Thank you for making it!!!!

  • @EW-mb1ih
    @EW-mb1ih Před 3 lety +5

    There is a minor error in the Ft(x) value. for z=-2, it should be 0.0228 approx 0.023 and not 0.022

  • @jadeelsa9081
    @jadeelsa9081 Před 10 měsíci +1

    Thank you for your explanation, very clear and helpful.

  • @marianabfranca
    @marianabfranca Před 2 lety +1

    Thank you so much! I was looking for that since a while!!

  • @krishnavamsi9326
    @krishnavamsi9326 Před 3 lety +2

    So Thankful bro... You made me 2 understand in less than 5 mins

  • @LuanaSilva-rs5yd
    @LuanaSilva-rs5yd Před 2 lety +1

    Thank you!

  • @vl_3171
    @vl_3171 Před 3 lety +1

    Thanks a lot! Very clearly explained!

  • @fabioramilli8863
    @fabioramilli8863 Před 2 lety +5

    Dear Sir, thank you for your nice video, but there are some issues that I'm missing. it's not clear why you take the D statistic and consider it as a p-value. Why do you double the p-value for a two-sided test, given that your chose the two-sided critical value of your table? Usually when a statistic exceeds a critical value, then there is a statistically significant difference. Isn't this the case?
    Perhaps I misunderstood, but is it possible that the right conclusion for this otherwise excellent video would be that the D statistic is equal to 0.16, and it doesn't exceed the 0.221 critical value (two-sided, alpha=0.05) thus the distribution doesn't differ statistically from the normal distribution (with mu=80 and sigma=6)?

    • @johnrecker4352
      @johnrecker4352 Před 3 měsíci

      same here, i still missing the point about the double D, can someone elaborating?

  • @edgarl.calvadoresii9479
    @edgarl.calvadoresii9479 Před 3 lety +2

    How is ks test different from chi square goodness of fit?

  • @krrsh
    @krrsh Před 9 měsíci +1

    Why is the D value is multiplied by 2 and considered as p-value?

  • @udiibgui2136
    @udiibgui2136 Před 3 lety +1

    What if we are not given a mean and sigma and still tasked with testing for normality?

  • @jeroenvermunt3372
    @jeroenvermunt3372 Před 3 lety

    In a blog post I saw that you had to compare a certain statistic with the KS-value, not the p-value

  • @NEILEVALAROZA
    @NEILEVALAROZA Před 2 lety

    kindly check the numbers you are using taken from the Z table. some numbers taken from 0.03 and 0.07....

  • @dmitrii5735
    @dmitrii5735 Před rokem

    The video is indeed cool! But, it does not apply to discrete distributions, doest it? In the example shown, we have exactly discrete distribution (the way it is measured).

  • @hosseinpiri5144
    @hosseinpiri5144 Před 3 lety +5

    While I like the explanation and the details you provided, I believe that last conclusion is incorrect. You are concluding that since 2D>Critical_level, then our distribution is normal, which is incorrect. Your conclusion implies that for concluding normality, it is better if D is large (i.e., two distributions have a larger difference)!

    • @fatyaaaa
      @fatyaaaa Před 3 lety

      So what is the right conclusion?

    • @awge6666
      @awge6666 Před 11 měsíci

      @@fatyaaaajust compare the D value with the critical value. Reject null hypothesis if D

    • @awge6666
      @awge6666 Před 11 měsíci

      @@fatyaaaabecause D value is essentially the distance (difference) between our obaerved data distribution and theoretical distribution

  • @mellisahgotora9589
    @mellisahgotora9589 Před 2 lety

    Thank u very much...been struggling to find Ft(x)

  • @dc33333
    @dc33333 Před 2 lety

    do you have to add a bonferroni correction to the calculated pvalue?

  • @ineshi
    @ineshi Před 3 lety

    The tables you have been using bliz

  • @notwavybaby
    @notwavybaby Před rokem

    This is wrong. You don't multiply the D statistic by 2. Not sure why you did this but it definitely gives the wrong answer.

    • @StudyForceOnline
      @StudyForceOnline  Před rokem

      The solution has been verified by a statistician working at our school

    • @anmolmohanty7537
      @anmolmohanty7537 Před 6 měsíci

      K-S test is only for one tail test
      Because it is a two tailed test (≠)
      Not one tailed (

    • @Tweeteketje
      @Tweeteketje Před 6 měsíci

      @@anmolmohanty7537 But the table already shows at 6:26 that the column for a 97.5% one-tailed test is the same as for a 95% two-tailed test. So I also don't understand why it is doubled.