且构网

分享程序员开发的那些事...
且构网 - 分享程序员编程开发的那些事

Python Kolmogorov-Smirnov拟合优度检验中的p值非常低

更新时间:2022-02-26 21:44:36

这只是意味着您的数据并不完全是对数常态.根据直方图,您可以使用许多数据点进行K-S测试.这意味着,如果您的数据与基于具有这些参数的对数正态分布的期望值相比略有差异,则K-S测试将表明该数据并非来自对数正态.

This simply means that your data isn't exactly log-normal. Based on the histogram, you have a lot of data points for the K-S test to use. This means that if your data is evenly slightly different than would be expected based on a log-normal distribution with those parameters, the K-S test will indicate the data isn't drawn from log-normal.

数据来自哪里?如果它是来自有机数据源,或者是从对数正态分布中专门绘制随机数以外的任何其他数据源,那么即使拟合度看起来很好,我也希望p值非常小.只要适合您的目的,这当然不是问题.

Where is the data from? If it is from an organic source, or any source other than specifically drawing random numbers from a lognormal distribution, I would expect an extremely small p-value, even if the fits looks great. This certainly isn't a problem though as long as the fit is sufficiently good for your purposes.