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Kolmogorov-Smirnov GOF test

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Presentation on theme: "Kolmogorov-Smirnov GOF test"— Presentation transcript:

1 Kolmogorov-Smirnov GOF test
The chi-square test compares the empirical histogram against the theoretical histogram. By contrast, the K-S test compares the empirical cumulative distribution function (ECDF) against the theoretical CDF. 1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

2 1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

3 1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

4 1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

5 In order to measure the difference between Fn(X) and F(X), ECDF statistics based on the vertical distances between Fn(X) and F(X) have been proposed. 1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

6 1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

7 Stochastic convergence Almost-sure convergence or
Convergence with probability 1 1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

8 1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

9 1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

10 1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

11 Hypothesis test using Dn
1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

12 Values of for the Kolmogorov-Smirnov test
1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

13 Interpretation of the probability distribution of the test statistic
1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU

14 1/28/2020 Lab for Remote Sensing Hydrology and Spatial Modeling, Dept. of Bioenvironmental Systems Eng., NTU


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