topic Kolmogorov-Smirnov critical value in Statistical Procedures

Kolmogorov-Smirnov critical value

Toni2 — Thu, 26 May 2022 15:48:45 GMT

i use the proc npar1way to estimate the Kolmogorov-Smirnov for testing two samples

I follow the below site in order to complete the KS test

Two Sample Kolmogorov-Smirnov Test | Real Statistics Using Excel (real-statistics.com)

Based on the above site i need to estimate the critical value for KS which is not produced from npar1way

The below is from the site above and shows how we can estimate the critical value

My question is : is there any procedure in SAS which can estimate it? if not, could someone help to estimate it?

Dm,n,a = c(a) * sqrt(m+n)/(mn)

Re: Kolmogorov-Smirnov critical value

PaigeMiller — Thu, 26 May 2022 17:18:11 GMT

PROC NPAR1WAY as far as I know doesn't provide critical values (most — maybe all — PROCs in SAS do not) but it does indicate the p-value, which lets you know if the observed statistic is less than or greater than the critical value. That's really all you need to know for data analysis, you don't need the actual critical value. (The only time you would need the exact critical value is for homework or for some academic papers — although every journal I have ever seen accepts the p-value.)

Re: Kolmogorov-Smirnov critical value

Toni2 — Thu, 26 May 2022 17:30:38 GMT

Thanks, is there any value to estimate the critical value? I mean is it going to lead me in a different conclusion? (for example, to accept a hypothesis which i rejected previously with the p-value)

Re: Kolmogorov-Smirnov critical value

PaigeMiller — Thu, 26 May 2022 17:33:20 GMT

The p-value is widely used and understood (within statistical discussions) and will tell you if the observed statistic is above or below the critical value. So, I can't remember the last time I had to use a critical value.

Re: Kolmogorov-Smirnov critical value

Toni2 — Thu, 26 May 2022 18:19:54 GMT

Thnka you 🙂

Re: Kolmogorov-Smirnov critical value

Ksharp — Fri, 27 May 2022 12:55:31 GMT

https://blogs.sas.com/content/iml/2019/05/20/critical-values-kolmogorov-test.html

https://blogs.sas.com/content/iml/2020/06/24/kolmogorov-d-distribution-exact.html

https://blogs.sas.com/content/iml/2019/05/15/kolmogorov-d-statistic.html

Re: Kolmogorov-Smirnov critical value

Toni2 — Fri, 27 May 2022 13:55:50 GMT

very very useful! many thanks!