The Kolmogorov-Smirnov Test

Re:The Kolmogorov-Smirnov Test by navi54 on Tuesday December 29, 2015 @06:28AM (#10806204)

This is quite nice! But does anyone else knows more useful websites such as this with down-to-earth explanations of statistical tools?

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Re:The Kolmogorov-Smirnov Test by graycat on Tuesday December 29, 2015 @06:59AM (#10806297)

That the K-S test works is some cute math by the father of modern probability A. N. Kolmogorov.

But that test and many more are part of non-parametric, that is, distribution-free hypothesis testing. That statistics has long been popular in the social sciences. A major theme in such statistics is permutations. Another major theme, and more recent, is resampling.

I first learned about such tests from a book that was sitting around the office, Sidney Siegel, Nonparametric Statistics for the Behavioral Sciences.

These tests are all one dimensional. Once I published a paper on a distribution-free test that is multi-dimensional -- my paper may remain the only such.

These days, see also the work of B. Efron and P. Diaconis.

More can be done.

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Re:The Kolmogorov-Smirnov Test by a_bonobo on Tuesday December 29, 2015 @06:49AM (#10806264)

I know of one book: Motulsky's Intuitive Biostatistics, very little formulas, much focus on upsides and downsides of various stats approaches, opinions etc.

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Re:The Kolmogorov-Smirnov Test by lumpypua on Tuesday December 29, 2015 @07:15AM (#10806352)

https://speakerdeck.com/jakevdp/statistics-for-hackers is great!

HN discussion: https://news.ycombinator.com/item?id=10244950

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