Hi folks.
I'm curious about the p-value computation for the 2-sample KS test (lines 4298-4302 here [1], link below). Can someone please give me a reference for this, in particular for the mysterious "en + 0.12 + 0.11 / en" piece? I've looked at the MIT OpenCourseWare notes on KS [2] and at the SciPy docs for kstwobign but I'm still totally confuzzled by that piece. Thanks for your time! Moy 1: https://github.com/scipy/scipy/blob/master/scipy/stats/stats.py#L4298 2: http://ocw.mit.edu/courses/mathematics/18-443-statistics-for-applications-fall-2006/lecture-notes/lecture14.pdf _______________________________________________ SciPy-User mailing list [hidden email] https://mail.scipy.org/mailman/listinfo/scipy-user |
On Fri, Jun 10, 2016 at 3:02 PM, Moy <[hidden email]> wrote: Hi folks. I don't think I ever looked at the details for that, or don't remember. For similar one-sample test Stephens had several articles with similar small sample corrections as a function of the number of observations. I don't find anything related in a brief google search. My guess would be that this is from an old (older than 30 or 40 years) study that found that the fractional polynomial provides a good approximation. Some of the nonparametric tests in scipy.stats also referred to older (maybe 1980s) books on nonparametric testing where I never had access to. Sometimes another statistics package, R, SAS, Stata, has a relevant original reference in the documentation. Josef
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On Fri, Jun 10, 2016 at 4:06 PM, <[hidden email]> wrote:
Stephens 1970 http://www.jstor.org/stable/2984408 has this form of the polynomial with 0.11 and 0.12 coefficients, but AFAICS from a quick browse and from what I remember of his other articles it's for one-sample tests, but maybe he has somewhere a section on two-sample tests. The best reference for Stephens is a chapter in a book that summarizes his earlier articles, but I don't remember where I have a copy of it. Josef
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> Stephens 1970 http://www.jstor.org/stable/2984408 > has this form of the polynomial with 0.11 and 0.12 coefficients, but > AFAICS from a quick browse and from what I remember of his other > articles it's for one-sample tests, but maybe he has somewhere a > section on two-sample tests. > The best reference for Stephens is a chapter in a book that summarizes > his earlier articles, but I don't remember where I have a copy of it. Thanks, Josef, this is very helpful. Best, Moy _______________________________________________ SciPy-User mailing list [hidden email] https://mail.scipy.org/mailman/listinfo/scipy-user |
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