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    De Juan - Ks Test Computation

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    J.L Gaming YT
    The Kolmogorov-Smirnov test (K-S test) compares a data set to a reference probability distribution to determine if they are from the same distribution. It is a nonparametric test used to check normality or distributional assumptions. The K-S test procedure involves arranging data in ascending order, computing test statistics D+ and D-, finding the maximum D value, and comparing it to critical values from K-S tables to determine if the null hypothesis can be rejected or not. An example problem demonstrates applying the 5 steps of the K-S test to check if a data set has a uniform distribution at the 0.05 significance level.

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    De Juan - Ks Test Computation

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    J.L Gaming YT
    39 views18 pages
    The Kolmogorov-Smirnov test (K-S test) compares a data set to a reference probability distribution to determine if they are from the same distribution. It is a nonparametric test used to check normality or distributional assumptions. The K-S test procedure involves arranging data in ascending order, computing test statistics D+ and D-, finding the maximum D value, and comparing it to critical values from K-S tables to determine if the null hypothesis can be rejected or not. An example problem demonstrates applying the 5 steps of the K-S test to check if a data set has a uniform distribution at the 0.05 significance level.

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    De Juan_ks Test Computation

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    The Kolmogorov-Smirnov test (K-S test) compares a data set to a reference probability distribution to determine if they are from the same distribution. It is a nonparametric test used to check normality or distributional assumptions. The K-S test procedure involves arranging data in ascending order, computing test statistics D+ and D-, finding the maximum D value, and comparing it to critical values from K-S tables to determine if the null hypothesis can be rejected or not. An example problem demonstrates applying the 5 steps of the K-S test to check if a data set has a uniform distribution at the 0.05 significance level.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    39 views18 pages

    De Juan - Ks Test Computation

    Uploaded by

    J.L Gaming YT
    The Kolmogorov-Smirnov test (K-S test) compares a data set to a reference probability distribution to determine if they are from the same distribution. It is a nonparametric test used to check normality or distributional assumptions. The K-S test procedure involves arranging data in ascending order, computing test statistics D+ and D-, finding the maximum D value, and comparing it to critical values from K-S tables to determine if the null hypothesis can be rejected or not. An example problem demonstrates applying the 5 steps of the K-S test to check if a data set has a uniform distribution at the 0.05 significance level.

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    KOLMOGOROV-

    SMIRNOV TEST
    By: Jose Lyndon De Juan
    LEARNING
    OBJECTIVES:
    Define the steps in
    solving the KS Test.
    Apply the KS Test in
    conducting research
    sampling.
    Solve the KS Test
    manually.
    KOLMOGOROVE-
    SMIRNOV TEST
    The Kolmogorov-Smirnov Goodness of
    Fit Test (K-S test) compares your data
    with a known distribution and lets you
    know if they have the same
    distribution.

    Although the test is nonparametric —


    it doesn’t assume any particular
    underlying distribution — it is
    commonly used as a test for normality
    to see if your data is normally
    distributed. It’s also used to check the
    assumption of normality in Analysis of
    Variance.
    1. Arrange the given number
    in ascending order.

    HOW TO SOLVE
    KS TEST?
    2. Compute:

    Here's the step in solving


    Kolmogorov-Smirnov Test
    in manually

    3. Compute:
    4. Compute theoretical value

    HOW TO SOLVE Dα (D Alpha) for given level of


    significant α (Alpha) from

    KS TEST? standard KS Test Table

    Here's the step in solving


    Kolmogorov-Smirnov Test 5. If D < Dα then accept the
    hypothesis, else reject it
    in manually
    QUESTION:
    Using KS Test, check for the property of
    uniformly for the input set of random
    numbers.

    0.54, 0.73, 0.98, 0.11, and 0.68


    Assume the level of significance to be 0.05


    STEP ONE:
    Create a table, and arrange the given
    number in ascending order.

    Set i for sample number, and Ri for the given


    number
    STEP TWO:
    Solve the D+ and D- according to their
    formula

    Get the value of D+ of 1 Get the value of D- of 1


    STEP TWO:
    Here's the complete table of the D+ and D-

    Take note, if the answer is negative, automatic


    remove it
    That's the case of i=2 and i=3.
    The answer of i=2 and i=3 are negative.
    STEP THREE:
    Get the max of D+ and D-

    The maximum or the highest value of D+ are


    the 0.09
    And the maximum or the highest value of D-
    are 0.34
    STEP THREE:
    And to get the value of D, choose the
    highest value in the two.

    In this equation, the 0.34 is the highest. So


    that's the value of D
    STEP FOUR:
    Compute the theoretical value of Dα for the
    given significance of α from the standard
    KS Test table

    In this example, the value of Dα is 0.05

    And the value of 0.05 in Standard KS Test


    table is 0.565
    NOTE:
    The 0.05 are the
    significance
    given

    The 5 is the i, or
    the Sample size

    From: https://math.stackexchange.com/ questions/940991/how-


    are-critical-values-derived-for-the-kolmogorov-smirnov-test
    STEP FIVE:
    If D < Dα then accept, else reject it

    In this example, the 0.34 are less than 0.565

    Accept the table, and the table are


    randomize
    Youtube Video

    From: https://www.youtube.com/watch?v=xdlXSTnB17o
    ACTIVITY
    Using KS Test, check for the property of uniformly for the input
    set of random numbers.

    0.79, 0.81, 0.26, 0.14, and 0.54


    Assume the level of significance to be 0.05


    THANK
    YOU
    REFERENCES
    National Institute of Standards and Technology. (N.d).
    Kolmogorov-Smirnov Goodness-of-Fit Test.
    https://www.itl.nist.gov/div898/handbook/eda/section3/eda35g.
    htm

    Stephanie Glen. "Kolmogorov-Smirnov Goodness of Fit Test" From


    StatisticsHowTo.com: Elementary Statistics for the rest of us!
    https://www.statisticshowto.com/kolmogorov-smirnov-test/

    Scholarly Things. (2019, October 27). SMS#5: K S (Kolmogorov-


    Smirnov) Test | An example problem.
    [Video].Youtube.https://www.youtube.com/watch?v=xdlXSTnB17o

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