Kolmogorov-Smirnov and related goodness-of-fit tests

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Stephen 2021-3-12

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https://ww2.mathworks.cn/matlabcentral/answers/771278-kolmogorov-smirnov-and-related-goodness-of-fit-tests

评论： Stephen ，2021-3-15

I understand how to compare two distributions using the KS or related tests. But my situation is somewhat different. I have 15 distributions from one population (~100 samples per distribution) and 15 distributions from a different population. I can generate the mean +/- sdev distribution for each of the 2 populations. How do I use the KS, Anderson-Darling, or Cramer Von Mises tests with these data (i.e., N=15 sample distributions from each of 2 populations)? I want to test whether the two populations are significantly different from each other.

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Jeff Miller 2021-3-13

The additional info is helpful, but the relevance of "100 points across the diameter" is still a bit mysterious.

If you want to test whether the averages of group A and B are different, it seems to me that the simplest approach is to reduce the 100 measurements for each structure into a single average for that structure, and then do a 'ttest2' to compare the group A averages against the group B averages (or possibly use a nonparametric 'ranksum' test if the 15 scores in each group look really non-normal). This obviously gives you no information about the influence, if any, of diameter, but I am not sure whether that has any relevance.

You also ask about whether the sdevs of the two populations are different, but I'm not sure what variance you are thinking of here. There is some variance across the 100 scores for each structure. There is some possibly very different variance of the 100-measurement averages across structures within a group. Do you want to compare either of these variances, or something else entirely?

Finally, to me the KS test doesn't seem appropriate for any of the questions you are asking. It would have relatively low power to detect differences in averages or sdevs, and it could easily report differences between two distributions even if the means and sdevs were identical. So, I recommend looking at focussed tests of means and variances.