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From |
Antoine Terracol <terracol@univ-paris1.fr> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: -ksmirnov- for uniform distribution? |

Date |
Thu, 27 Mar 2008 21:36:35 +0100 |

Should'nt it be ksmirnov p = p for a uniform on [0,1] ? Antoine Stas Kolenikov wrote: > I've done some simulations on performance of certain tests, and I want > to relate the p-values that come out of a test to the uniform > distribution. Looking at the syntax of -ksmirnov-, it appears that I > need to put something like the straight line for the RHS expression, > so I am trying: > > sort p > ksmirnov p = (_n-1/2)/(_N+1) > One-sample Kolmogorov-Smirnov test against theoretical distribution > (_n-0.5)/2001 > > Smaller group D P-value Corrected > ---------------------------------------------- > p: 0.0007 0.998 > Cumulative: -0.0002 1.000 > Combined K-S: 0.0007 1.000 1.000 > > > > and it happily gives me the p-value of 1. Well, I know that the test > is biased, I do the histogram -- and it produces an almost triangular > distribution of p-values heavily loaded on small p-values, and when I > do the distance between p and the right-hand side by hand, I find that > the difference between the distribution functions is like 0.33, not > 0.0007 reported in -ksmirnov-. What am I doing wrong here? > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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