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Re: kolmogorov-smirnov two-sample test

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#2068
riccisoliton
Member

Thanks for the Information…  🙂

My Confusion over this Issue is…Which One of these is the appropriate One which gives exact result if I want to reject the Null Hypothesis .
1)Rejecting Null Hypothesis if P-value is smaller than Significance Level-Alpha(P<0.05/0.01).

2)Rejecting Null Hypothesis if D statistic(|E1(i)-E2(i)|) where E1 and E2 are the empirical distribution functions for the two samples) Exceeds the  Critical Value of Alpha(0.05).
  a)Critical Region :The hypothesis regarding the distributional form is rejected if the test statistic, D, is greater than the critical value obtained from a table. There are several variations of these tables in the literature that use somewhat different scalings for the K-S test statistic and critical regions. These alternative formulations should be equivalent, but it is necessary to ensure that the test statistic is calculated in a way that is consistent with how the critical values were tabulated.

http://itl.nist.gov/div898/software/dataplot/refman1/auxillar/ks2samp.htm

Confusion is if i choose the Second way,do I have to Generate the Critical Values table for Alpha(0.05,0.01,0.10,0.15…).by Myself? to reject the Null Hypothesis.

http://www.eridlc.com/onlinetextbook/appendix/table7.htm

Thanks Very Much If u could guide me over this Problem…:)