On Tue, 16 Sep 2003 16:24:55 -0400, Rajarshi Guha <[EMAIL PROTECTED]> wrote:
> Hi, > I'm working on a problem in which I'd like to determine whether two > sets of data come from the same distribution. It seems that the Kolmogorv > Smirnov test will give me the information I need. KS gives you a distance as the *maximum* of linear distances, in one direction, or in both directions. Would you want a maximum, or some sort of sum? Or, you could use the area; or the average squared distance. Et cetera. Check a book on Goodness of fit tests. > > However I'd like to go further than just accept or reject the H0 for the > test. Is there any way (using this test or someother test) to determine > *how* similar the distributions of two sets are? > > Am I correct in thinking that a P value for the KS test would provide this > information? I looked up Conovers book on non parametric statistics for > the algorithm of the KS test. However it does not mention any way of > calculating a P for the test. Is it possible? If you go to the table in the back, which has p-values for one end of the test (serving both one-tailed and two-tailed hypotheses for the location parameter), you will find citations to the literature. I assume that one of those says something about How. "Moderately similar" or "not greatly different" is usually all that folks care about for the shape. Do you want to see a Confidence interval? - A CI computed on a difference? I could mention, that it can require a large N if you want to put a *narrow* confidence limit on any computed "difference" between two distributions. > > Are there any other tests that would be able to tell me how similar the > distributions of two sets of observations are > (a) see the books, and (b) some versions of that 'similarity' are really not interesting. ... for instance ... whether something comes out looking similar-versus-HIGHLY-similar, may turn out to be the fault of various TEMPORARY and artificial conditions, that were poorly measured, and that aren't really in control ... -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html "Taxes are the price we pay for civilization." . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
