Hello Jacques, Thank you to answer to my post. I've computed this test today for un Normal distribution. And for the F(x) value i've to find the Normal reduce value. My request is to know how many degrees of freedom we choose on the KE table. i.e. looking for KE thoeritical function with proba p and n df. I think it's the sample size for df. Is it true ?
Leo -- "Jacques Rioux" <[EMAIL PROTECTED]> a �crit dans le message de news: 6_Yt8.21581$[EMAIL PROTECTED] > Bonjour Leo, > > The distance in question is between Fn and F. Those are respectively the > "empirical" cumulative distribution and the model's or theoretical > cumulative distribution. > > Fn is defined as follows: Fn(x) = (1/n)*(#Xi's that are less than or equal > to x) > > So if your sample is 5, 2, 9, 12, 2 > > then Fn(x) = 0 if x < 2 > = 0.4 if 2 <= x < 5 > = 0.6 if 5 <= x < 9 > = 0.8 if 9 <= x < 12 > = 1.0 if 12 <= x > > For an example of calculation of F, I'll take an Exponential with mean 1 > > So the density is f(x) = exp(-x) for x>0 > > and the CDF is F(x) = 1-exp(-x) for x>0 > > So to calculate the KS stat, you need to evaluate F at the points from the > sample (2, 5, 9 and 12) > and compare with the values of Fn at the corresponding points and the values > of Fn just before the corresponding point. > > i.e. in this example, you would take the maximum of all the following: > > |1-exp(-2) - 0.0| > |1-exp(-2) - 0.4| > |1-exp(-5) - 0.4| > |1-exp(-5) - 0.6| > |1-exp(-9) - 0.6| > |1-exp(-9) - 0.8| > |1-exp(-12) - 0.8| > |1-exp(-12) - 1.0| > > > -- > ------------------------------------------------------------------ > Jacques Rioux Ph. D. ASA > Associate Professor of Actuarial Science > > College of Business and Public Administration > Drake University > 2507 University Ave > Des Moines, IA, 50311 > > Tel: 515-271-1894 > Fax: 515-271-4518 > > "Leo, Durancel" <[EMAIL PROTECTED]> wrote in message > a98kfj$9uv$[EMAIL PROTECTED]">news:a98kfj$9uv$[EMAIL PROTECTED]... > > Hello, > > > > In th K-S we have to take distance between points of two curves. > > I would known how we take this points. Do i exactly understand that is > > values of cumulatives functions for the experimental sample and for the > > distribution. That is alright ? > > In this case can anyone give a example for cumulative values for few > points > > of an experimental sample and for theoritical values of a distribution > > (Normal for example) ? > > > > Thank you > > > > Leo > > -- > > > > > > . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
