[SciPy-user] new Kolmogorov-Smirnov 2-sample test not Numerical Recipes based

Matthew Brett matthew.brett@gmail....
Wed Dec 3 20:58:49 CST 2008


> I did a 2sample kstest based on the definition using search sorted,
> see function below.


> If there is any interest, I can replace the existing implementation
> with the new function


>  * in n1=2, n2=3 example new version is correct, old version is wrong
>  * Monte Carlo essentially identical results (sample sizes between 100 and 1000
>    rejection rates for alpha = 1%,5%,10% sometimes differ in 3rd decimal

Given more secure license compatibility and that you think the current
version is correct where the other is wrong, I think this should go in
now, and into the 0.7 release.  Any disagreement?


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