Victor,
You did not read completly my previous mail. There are entries between
0.8 and 0.9. I was myself surprised by the result. Change the number
of bins from 10 to 100.
I reimplemented TMath::KolmogorovProb starting from the latest
version of CERNLIB PROBKL (see CVS) and the result is identical.
Rene Brun
On
Tue, 29 Jul 2003, Victor Perevoztchikov wrote:
> Hi Rene and Ben,
> > The values given to TMath::KolmogorovProv are discrete due to
> > the difference between consecutive bins (small integers).
> it is possible, but too suspicious. I did more tests.
>
> 1. I repeated Ben test in fortran with HBOOK and got exactly the same
> result.
> So it is not a result of F77 ==> C++ conversion. Conversion is correct.
>
> 2. I have made a test with two flat distrubutions (rndm) without histograms
> involved.
> So now "The values given to TMath::KolmogorovProb are NOT discrete "
> But result is still bad. Again there is no entries between 0.8 and 0.9
>
> Resume: KolmogorovProb is wrong. It is wrong already in HBOOK.
> Is it possible to find the author of this function?
>
> Victor
>
>
> Victor M. Perevoztchikov perev@bnl.gov
> Brookhaven National Laboratory MS 510A PO Box 5000 Upton NY 11973-5000
> tel office : 631-344-7894; fax 631-344-4206;
>
> ----- Original Message -----
> From: "Rene Brun" <Rene.Brun@cern.ch>
> To: "Ben Kilminster" <bjk@fnal.gov>
> Cc: <roottalk@pcroot.cern.ch>
> Sent: Sunday, July 27, 2003 10:50 AM
> Subject: Re: [ROOT] KolmogorovTest
>
>
> > Hi Ben,
> >
> > The fact that there are no entries between 0.8 and 0.9 is simply a
> > binning artefact. Increase your number of bins from 10 to 100.
> >
> > The values given to TMath::KolmogorovProv are discrete due to
> > the difference between consecutive bins (small integers).
> > Thus introduces an asymmetry in favour of high z values.
> >
> > Rene Brun
> >
> > On Thu,
> > 24 Jul 2003, Ben Kilminster wrote:
> >
> > > Hi fellow Rooters,
> > >
> > > The KS probability is supposed to be a value which is uniformly
> > > distributed between zero and one if you are comparing two distributions
> > > which come from the same parent distribution.
> > >
> > > In the following root macro that I run, I see that it is not flat, it is
> > > peaked strongly at one, and that there is a big hole where the
> probability
> > > is not filled.
> > >
> > > Does anyone have any idea what is wrong ?
> > >
> > > Cheers,
> > > Ben
> > >
> > > (I am using root v3_05_04d KCC_4_0 Linux+2.4)
> > >
> > >
> > > {
> > > TCanvas *c1 = new TCanvas("c1","plots",600,700);
> > > c1->Divide(2,2);
> > > // Make a gaussian distribution
> > > TH1F *HGaussMain = new TH1F("HGaussMain","Gaussian pseudoexperiment
> > > ",100,0,10);
> > > for (i = 0; i < 10000; i++) {
> > > HGaussMain->Fill(gRandom->Gaus(5,1.0));
> > > }
> > > // Draw the parent distribution
> > > TCanvas *c1 = new TCanvas("c1","plots",600,700);
> > > c1->Divide(2,2);
> > > c1->cd(1);
> > > HGaussMain->Draw();
> > >
> > > // Now loop through choosing 100 event
> > > // daughter distributions from the parent distribution
> > > // comparing them with KS statistic
> > >
> > > TH1F *HGauss1 = new TH1F("HGauss1","Random Gaussian
> > > pseudoexperiment",100,0,10);
> > > TH1F *HGauss2 = new TH1F("HGauss2","Random Gaussian
> > > pseudoexperiment",100,0,10);
> > > TH1F *HKSValues = new TH1F("HKSValues","KS values",10,0,1.0);
> > >
> > > for (int j = 0; j < 1000; j++) {
> > > HGauss1->Reset();
> > > HGauss2->Reset();
> > > for (int i = 0; i < 100; i++) {
> > > HGauss1->Fill(HGaussMain->GetRandom());
> > > HGauss2->Fill(HGaussMain->GetRandom());
> > > }
> > > double KS_agree = HGauss1->KolmogorovTest(HGauss2);
> > > HKSValues->Fill(KS_agree);
> > > }
> > >
> > > c1->cd(2);
> > > HGauss1->Draw(); // typical daughter distribution
> > > c1->cd(3);
> > > HGauss2->Draw(); // another typical daughter distribution
> > > c1->cd(4);
> > > HKSValues->Draw(); // This is not flat
> > >
> > > }
> > >
> > >
> >
>
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