Re: Kolmogorov-Smirnov test... a good overview

On Mar 10, 2:00 am, David Winsemius <doe_s...@xxxxxxxxxxx> wrote:
lunog...@xxxxxxxxx wrote innews:7ebb138e-8487-4fe5-ae1d-ad7b103237ad@xxxxxxxxxxxxxxxxxxxxxxxxxxxx:



I was wondering if anyone here could recommend a review of the
Kolmogorov-Smirnov test, which goes slightly deeper than, for example,
the links on the wikipedia page or the material in Numerical recipes.

Publications available online would be more convenient, but anything
would help

I would be particularly interested in:

a) At what negative power of n (the geometric mean of the size of the
two samples) do corrections to the KS distribution typically appear?
b) What are the situations where the test is likely to fail, and why?

The level: I am a theoretical physicist (postdoc), but my knowledge
of statistics is "self-thought" with applications in mind.

I have not quite figured out what your goal is.

I am trying to see to what extent the Kolmogorov-Smirnov test can be
used as a tool in the study of very high multiplicity hadronic events
(such as heavy ion collisions). Both in studying event-by-event
fluctuations and in comparing data to Montecarlo-generated events.

Thanks for the references

GT

knowledge, then consider these (a couple from Fermilab):

<http://projecteuclid.org/DPubS/Repository/1.0/Disseminate?view=body&i...>

<http://www-cdf.fnal.gov/publications/cdf1285_KS_test_after_fit.pdf>

<http://www-cdf.fnal.gov/publications/cdf3419_tail_deviations.ps.gz>

--
David Winsemius

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