m********7
发帖数: 841 | 1 请问有哪位大牛知道Kolmogorov–Smirnov (KS) 算法的吗？ 谢谢了！！！ | c*****a
发帖数: 808 | 2 我以前看过nonparametric 的书，里面有介绍
Practical Nonparametric Statistics (Wiley Series in Probability and
Statistics)
我记得大概流程是有个s(x)的empirical distr function on x1,x2,...xN
然后建立一个null hypothesis some distr function F*(x). you are comparing x1
,x2...xN with F*(x) to see if it is reasonable to say F*(x) is true distr
function of the random sample.
I think the method is rather simple.
F*(x) is usually starting with 0 to 1 , by .01 .05... etc your choice based
on size of n. You usually have to make a chart to do the calculation.
There are one/two side test you want to look at the number on table and
compare it to T=supreme of x | F*(x)-S(x)|.
i think you can just look at it on wiki | l*********s
发帖数: 5409 | | m********7
发帖数: 841 | 4
x1
based
【在 c*****a 的大作中提到】
: 我以前看过nonparametric 的书，里面有介绍
: Practical Nonparametric Statistics (Wiley Series in Probability and
: Statistics)
: 我记得大概流程是有个s(x)的empirical distr function on x1,x2,...xN
: 然后建立一个null hypothesis some distr function F*(x). you are comparing x1
: ,x2...xN with F*(x) to see if it is reasonable to say F*(x) is true distr
: function of the random sample.
: I think the method is rather simple.
: F*(x) is usually starting with 0 to 1 , by .01 .05... etc your choice based
: on size of n. You usually have to make a chart to do the calculation.
| m********7
发帖数: 841 | |
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