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Discussion: All in Probability & Statistics
Topic: Non-parametric statistics
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Subject:   RE: Non-parametric statistics
Author: Sione
Date: Mar 15 2004
On Mar 15, 2004, Swizerland wrote:
>I want to know how can I compare two samples with >discrete values with
kolmogorov-smirnov test ?

I recommend that you buy a student version of MatLab ver6.1 or above (Release 13
or R13), which cost around $150 U.S and and extra cost of about $50  U.S to
include the statistics toolbox (an add-on). MatLab is available in most Campus
bookstores of Universities. If they run out of copies, they can order one for

The "Two-sample Kolmogorov-Smirnov goodness-of-fit hypothesis test" is
available in this statistics add-on as a method(function) called:

I use MatLab as to proto-type my maths algorithm before coding the final
routine in Java because nothing beats MatLab in fast coding. I normally compare
my Java output and the MatLab output to see if they are the same given the same
sets of test data. If they are, then my Java code is correct, if not then I
usually debug my Java code because I know that MatLab cannot be wrong, it should
be my code that is wrong.

I have also written a Java version of "Two-sample Kolmogorov-Smirnov" as
part of a statistics library API (Application Programming Interface). May be if
there is arise a need(request) for some applets at MathForum to include
Multi-variate statistics (including Kolmogorov-Smirnov), then I will develop
some and made them available at MathForum. Multi-variate statistics that I
have already written includes, ANOVA (analysis of variance), PCA (Principle
Component Analysis), Jarque-Bera test, Wilcoxon rank sum test, Bartlett's
test, Linear discriminant analysis, Factor analysis, k-means clustering and
many more. Those multivariate functionalities were written as part of a
commercial software contract I was involved last year (2003). Since I own the
software library or API (Application Programming Interface) , I am free to do
anything with it including re-using it for another commercial project.

I wrote an applet last year (2003) that does calculations for Univariate
statistics which is available at MathForum. At the time I was thinking of
including functionalities for Multivariate analysis, such as ANOVA but I thought
it would be inappropriate to do that since Multivariate analysis is not a high
school subject but Univariate is.

Let me know if you want an applet that does "Two-sample Kolmogorov-Smirnov"
and I will do it and then inform you when it is available at MathForum. If I
will develop an applet, I have to fit in with my time availability because I
still get involved in other commercial software  contracts and in my free time I
am currently writing an applet to do "Linear Equations , Lines & Coordinates" to
be made available at MathForum (this applet goes with a lesson plan which is
already availble there - MathForum).


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