[SciPy-dev] kstest is reporting wrong p-value ??
Thu Nov 27 00:02:50 CST 2008
Looking again at ticket 395 about the Kolmogorov-Smirnov test, I'm
quite sure the kstest is wrong.
The current implementation uses absolute value of the deviation,
therefore it is a two sided test. A one-sided test takes either max or
min of the deviations (not of absolute deviations). However, the test
distribution that is used to calculate the p-value is ksone, the
distribution for the one-sided Kolmogorov-Smirnov test. So, the
reported p-value should be off by approximately one half, or maybe
There was a discussion in
about this, but I'm not sure that conclusion is correct
Can a statistics knowledgeable person check this, or someone with
access to a good book?
If I am correct, then I can fix the test next week.
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