[SciPy-dev] kstest is reporting wrong p-value ??

josef.pktd@gmai... josef.pktd@gmai...
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
double (?).

There was a discussion in
http://projects.scipy.org/pipermail/scipy-dev/2004-July/002181.html
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.

Josef


More information about the Scipy-dev mailing list