0

I am new to Statistics. I am trying out one sample Kolmogorov-Smirnov Test. I was able to find till D max. But I am confused to move forward for Hypothesis Testing.

Inorder to determine the Hypothesis should I move forward with --

Critical value from table

Rejected if the test statistic, D, is greater than the critical value obtained from a table

or

p value of KS Statustic value .

Which one is better?Read that p Value is better. In this they tell "kstest decides to reject the null hypothesis by comparing the p-value p with the significance level Alpha, not by comparing the test statistic ksstat with the critical value cv. Since cv is approximate, comparing ksstat with cv occasionally leads to a different conclusion than comparing p with Alpha."

But couldn't find any equation regarding to the same.

Reference

In the above reference I doubt if they are taking D max as p value.

Please advice

USB
  • 6,019
  • 15
  • 62
  • 93

1 Answers1

0

Quick answer: using the critical value and the p-value will always give the same conclusion.

Details:

The p-value is the probability that the test statistic is greater than the critical value, if the null hypothesis is true.

Alpha is the pre-determined acceptable false positive rate. You decide this. It will affect your decision to reject or not, but will not change the numerical values of the p-value or test statistic.

Whether you decide to reject or not based on the critical value or the p-value, you should and will always get the same result. If the critical value is approximate, then so is the p-value.

astring
  • 1
  • 1