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MathGroup Archive 2010

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Kolmogorov-Smirnov 2-sample test

  • To: mathgroup at smc.vnet.net
  • Subject: [mg111077] Kolmogorov-Smirnov 2-sample test
  • From: Aaron Bramson <aaronbramson at gmail.com>
  • Date: Mon, 19 Jul 2010 02:11:06 -0400 (EDT)
  • Reply-to: aaronbramson at gmail.com

Hello Everybody,

I would like to perform a 2-sample k-s test.  I've seen some posts on the
archive about the one-sample goodness-of-fit version of the
Kolgomorov-Smirnov test, but I'm interested in the 2-sample version.

Here's a description of the method:
http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test#Two-sample_Kolmogorov.E2.80.93Smirnov_test

I think all the necessary components are available; e.g.
Accumulate[BinCounts[_list_]] to get the ecdf of both datasets, abs, max of
a list, etc.  But the data management is a bit above my current skill
level.  Also, since all other software packages seem to include this test
capability, I would be really surprised if there
wasn't a package somewhere that included it by now, but I've searched a lot
and can't find it.  Can anybody help me locate this this?

Alternatively, would anybody like to work with me to build this in case it
can't be found?

Thanks in Advance,
Aaron



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