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

In article <7f85a8ce-1731-4d55-9aff-995df02e980c@xxxxxxxxxxxxxxxxxxxxxxxxxxxx>,
<lunogled@xxxxxxxxx> wrote:
On Mar 10, 2:00 am, David Winsemius <doe_s...@xxxxxxxxxxx> wrote:
lunog...@xxxxxxxxx wrote innews:7ebb138e-8487-4fe5-ae1d-ad7b103237ad@xxxxxxxxxxxxxxxxxxxxxxxxxxxx:



................

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?

If parameters are estimated, the distribution of the KS
statistic is greatly modified. So far, even the limiting
asymptotics have only been calculated by simulation, which
is harder than one might think.

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

Alas, this makes it much harder to understand. Statistics
is not a collection of procedures.

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.

I understand the description given, but I still have
no idea of what data you are investigating.

What accuracy are you seeking? If parameters are estimated,
the Monte Carlo generation should be of the same type.

Thanks for the references

GT

--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@xxxxxxxxxxxxxxx Phone: (765)494-6054 FAX: (765)494-0558
.

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