Warning message: In ks.test(x, y) : p-value will be approximate in the presence of ties The warning messages are due to the implementation of the KS test in R, which expects a continuous distribution and thus there should not be any identical value…
KS检验统计量的扩展应用 KS(Kolmogorov-Smirnov)检验是比较两个经验分布之间是否存在差异. 我们设X1, X2,-, Xm, Y1, Y2,-, Ym为两个独立随机样本,分别满足假设A1和A2,分布函数分别为F, G.现在我们想知道的是X和Y的概率分布之间是否存在差异,我们建立以下假设 H0:F(t) = G(t), for every t H1:F(t) ≠ G(t), for at least one t 接下来我们要计算双边双样本统计量J 首先我们需要获得X,Y样本…