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?
>
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