A test for goodness of fit usually involves examining a random sample from some unknown distribution in order to test the null hypothesis that the unknown distribution function is in fact a known, specified function. The Chi-square test can be applied to any univariate distribution for which you can calculate the cumulative distribution function. The Chi-square test does not have good propertie...

This paper derives asymptotic power functions for Cramer-von Mises (CvM) style tests for inference on a finite dimensional parameter defined by conditional moment inequalities in the case where the parameter is set identified. Combined with power results for Kolmogorov-Smirnov (KS) tests, these results can be used to choose the optimal test statistic, weighting function and, for tests based on ...

In this paper we report on a study on feature selection within the minimum–redundancy maximum–relevance framework. Features are ranked by their correlations to the target vector. These relevance scores are then integrated with correlations between features in order to obtain a set of relevant and least–redundant features. Applied measures of correlation or distributional similarity for redunanc...

A modified version of the Kolmogorov-Smirnov (KS) test is presented as a tool to assess whether a specified, although arbitrary, probability model is unsuitable to describe the underlying distribution of a set of observations. The KS test computes distances between points of the sample cumulative distribution function and the hypothetical one as absolute differences between them, and then consi...

Divergence date estimates are central to understand evolutionary processes and depend, in the case of molecular phylogenies, on tests of molecular clocks. Here we propose two non-parametric tests of strict and relaxed molecular clocks built upon a framework that uses the empirical cumulative distribution (ECD) of branch lengths obtained from an ensemble of Bayesian trees and well known non-para...

BACKGROUND Regular and timely monitoring of blood glucose (BG) levels in hospitalized patients with diabetes mellitus is crucial to optimizing inpatient glycaemic control. However, methods to quantify timeliness as a measurement of quality of care are lacking. We propose an analytical approach that utilizes BG measurements from electronic records to assess adherence to an inpatient BG monitorin...

This paper proposes and proves the important equivalence between the Gini index and the area under the Kolmogorov-Smirnov (KS) distribution curve. The proof’s rationale is similar to that used in the proof of equivalence between AUC_ROC and AUC_KS. But different from that, this one uses a transformation that preserves the 1-to-1 correspondence between the ideal classifier on the KS and Lorenz c...

Using Japanese firm-level data, I examine whether multinational enterprises (MNEs) are more productive than non-MNEs in the services sector. I employ the Kolmogorov-Smirnov (KS) test to compare the overall distribution of productivity by multinational status. The results indicate that MNEs tend to be more productive than non-MNEs in the services sector and suggest that the standard firm heterog...

The false discovery rate (FDR) has been discussed extensively and it has been pointed out that the distribution of the null p-values must be “correct” or conservative for FDR estimation or any other standard statistical significance measure to behave properly. What is meant for distribution of the null p-values to be correct is that they are Uniformly distributed in the interval (0,1). The null...

A theme of recent side-channel research has been the quest for distinguishers which remain e ective even when few assumptions can be made about the underlying distribution of the measured leakage traces. The Kolmogorov-Smirnov (KS) test is a well known non-parametric method for distinguishing between distributions, and, as such, a perfect candidate and an interesting competitor to the (already ...