[MATH-1197] Incorrect Kolmogorov–Smirnov Statistic for two samples

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.4.1
• Fix Version/s: 4.0, 3.6

Environment

Ubuntu 14.04

• Assignee: Unassigned
• Reporter: Danaja Thiyunuwan Maldeniya
• Created: 20/Jan/15 05:40
• Updated: 25/Jan/16 20:27
• Resolved: 26/Apr/15 19:14

Description

kolmogorovSmirnovTest(double[],double[]) against the samples given below gives 5.699107852308316E-12 instead of 0.9793 (approx.) Traced the issue to kolmogorovSmirnovStatistic(double[],double[]) which gives 0.49507389162561577 instead of 0.064 (verified with ks.test in R and JDistlib)

double[] x =

{0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,2.202653,2.202653,2.202653 ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653 ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653 ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,3.181199,3.181199,3.181199,3.181199,3.181199,3.181199,3.723539 ,3.723539,3.723539,3.723539,4.383482,4.383482,4.383482,4.383482,5.320671,5.320671,5.320671,5.717284,6.964001,7.352165 ,8.710510,8.710510,8.710510,8.710510,8.710510,8.710510,9.539004,9.539004, 10.720619, 17.726077, 17.726077, 17.726077, 17.726077 ,22.053875 ,23.799144 ,27.355308 ,30.584960 ,30.584960 ,30.584960, 30.584960, 30.751808}

;

double[] y =

{0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000 ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,2.202653 ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,3.061758,3.723539,5.628420,5.628420,5.628420,5.628420 ,5.628420,6.916982,6.916982,6.916982, 10.178538, 10.178538, 10.178538, 10.178538, 10.178538 }

;