[R] KS test and theoretical distribution

Achim Zeileis Achim.Zeileis at uibk.ac.at
Thu Oct 6 17:10:11 CEST 2011


On Thu, 6 Oct 2011, francogrex wrote:

>> x <- runif(100)
>> y <- runif(100)
>> ks.test(x,y)
>
>       Two-sample Kolmogorov-Smirnov test
>
> data:  x and y
> D = 0.11, p-value = 0.5806
> alternative hypothesis: two-sided
>
> ok I expected that, but:
>
>> ks.test(runif(100), "runif")
>
>        One-sample Kolmogorov-Smirnov test
>
> data:  runif(100)
> D = 0.9106, p-value < 2.2e-16
> alternative hypothesis: two-sided
>
> How come?

Because you didn't read the docs, or didn't follow them, or mistyped. The 
docs say

        y: either a numeric vector of data values, or a character string
           naming a cumulative distribution function or an actual
           cumulative distribution function such as 'pnorm'.  Only
           continuous CDFs are valid.

So you would want

ks.test(runif(100), "punif")

Best,
Z

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