On Thu, 6 Oct 2011, francogrex wrote:

x <- runif(100)
y <- runif(100)
ks.test(x,y)

      Two-sample Kolmogorov-Smirnov test

data:  x and y
D = 0.11, p-value = 0.5806
alternative hypothesis: two-sided

ok I expected that, but:

ks.test(runif(100), "runif")

       One-sample Kolmogorov-Smirnov test

data:  runif(100)
D = 0.9106, p-value < 2.2e-16
alternative hypothesis: two-sided

How come?

Pilot error.  The help says

       y: either a numeric vector of data values, or a character string
          naming a cumulative distribution function or an actual
          cumulative distribution function such as ‘pnorm’.  Only
          continuous CDFs are valid.

"runif" is not 'an actual cumulative distribution function' ....



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Brian D. Ripley,                  rip...@stats.ox.ac.uk
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