On 06-Nov-07 15:53:53, Oarabile Molaodi wrote: > I am trying to determine whether two samples are identical or not. > I'm aware that somebody can use the Kolmogorov-Smirnoff test to > compare empirical distributions, but since my samples have ties > I'm not sure if I'm getting the right p-values for the comparison. > Can the Kolmogorov-Smirnoff test be adjusted for the case when ties > exists and are there any functions that already exists in R > (Kolmogorov-Smirnoff test )performing that can be used in the case > of the existance of ties? > > Thank you in advance for your help. > > Oarabile
Tests like the Kolmogorov-Smirnov whose theoretical null distribution assume continuous random variables (hence wothout ties) do not have definite null distributions when ties are possible. Whatever null distribution the test may have when ties are present (e.g. due to data being recorded to a relatively coarse precision) will depend on the pattern of ties. However, it is possible to investigate the effect of ties on the P-value by randomly breaking ties. For instance, suppose your data are recorded to a precision of 0.1, and you have two such samples X and Y, then let X.rand <- X + 0.0001*runif(length(X) Y.rand <- Y + 0.0001*runif(length(Y) and then do a K-S test on X.rand vs Y.rand. You will get a P-value. Repeat this many time. You will get a distribution of P-values. You can extract any relevant property of this distrobution of P-values, for instance its mean, it's 95th percentile (so you can be 96% confident that the tie-broken P-value is less than this value). and so on. Hoping this helps, Ted. -------------------------------------------------------------------- E-Mail: (Ted Harding) <[EMAIL PROTECTED]> Fax-to-email: +44 (0)870 094 0861 Date: 06-Nov-07 Time: 16:23:34 ------------------------------ XFMail ------------------------------ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
