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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