RE: Chi2Test

From: Jan CONRAD <jconrad_at_mail.cern.ch>
Date: Sat, 13 Aug 2005 17:00:46 +0200 (CEST)

Hi,
 I am just back from holidays: the Kolmogorov Smirnov test does not work for histograms. You can test it yourself, the test statistics will not be uniformly distributed. Therefore I suggested to remove it for histograms.

Best,
Jan

> Hi Gero,
>
> Thanks for your comments.
> It would be nice if an expert in statistics (if possible with
> experience with KolmogorovTest and Chi2Test) could write some lines
> on the virtues/problems of the two methods. I will add these comments
> in the documentation of the two functions.
>
> Rene Brun
>
> On
> Thu,
> 11
> Aug 2005, Gero Flucke wrote:
>
> > On Thu, 11 Aug 2005, Rene Brun wrote:
> >
> >> On Wed, 3 Aug 2005, Jan Conrad wrote:
> >>
> >>> Dear Root-developers,
> >>>
> >>> two suggestions:
> >
> > <snip>
> >
> >>> 2) having Chi2Test in place, maybe it is time to get rid of the
> >>> Kolmogorov-Smirnov Test for
> >>> histograms ?
> >>
> >> I dont't think that users will appreciate this proposal.
> >> Could you comment on the relative merits/drawbacks of the two approaches.
> >> I will add your comment in the KolmogorovTest functions.
> >
> > Hi Jan and Rene,
> > so far I neither used the chi2Test nor the KolmogorovTest, but as far as I
> > know from statistics, Kolmogorov is superior to chi2 in that sense that it
> > is sensitive to differences in shape while chi2 is better in taking into
> > account the histogram errors. So both tests have their own validity.
> >
> > Cheers
> >
> > Gero
> >
>

-- 

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Jan CONRAD, PH/EP Dpt., CERN, CH-1211 Geneva 23, Switzerland
+41 22 767 0182 (9480) (fax), Office 160-1-0012,
Swiss mobile: +41796073622, Swedish mobile:+46707875229
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Received on Sat Aug 13 2005 - 17:00:51 MEST

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