Implementation of Kolmogorov–SmirnovP-value computation in Visual Basic®: implication for Microsoft Excel® library function

Okeniyi, Joshua Olusegun and Okeniyi, Elizabeth Toyin (2012) Implementation of Kolmogorov–SmirnovP-value computation in Visual Basic®: implication for Microsoft Excel® library function. Journal of Statistical Computation and Simulation, 82 (12). pp. 1727-1741. ISSN 0094-9655

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Abstract

This paper investigates methodologies for evaluating the probabilistic value (P-value) of the Kolmogorov-Smirnov (K-S) goodness-of-fit test using algorithmic program development implemented in Microsoft® Visual Basic® (VB). Six methods were examined for the one-sided one-sample and two methods for the two-sided one-sample cumulative sampling distributions in the investigative software implementation that was based on machine-precision arithmetic. For sample sizes n≤2000 considered, results from the Smirnov iterative method found optimal accuracy for K-S P-values≥0.02, while those from the SmirnovD were more accurate for lower P-values for the one-sided one-sample distribution statistics. Also, the Durbin matrix method sustained better P-value results than the Durbin recursion method for the two-sided one-sample tests up to n≤700 sample sizes. Based on these results, an algorithm for Microsoft Excel® function was proposed from which a model function was developed and its implementation was used to test the performance of engineering students in a general engineering course across seven departments. © 2012 Copyright Taylor and Francis Group, LLC.

Item Type:	Article
Uncontrolled Keywords:	Kolmogorov-Smirnov probabilistic value; Kolmogorov-Smirnov sampling distributions; machine-precision arithmetic; Microsoft Excel library function; one-sided one-sample cumulative statistics; two-sided one-sample cumulative statistics
Subjects:	Q Science > Q Science (General) Q Science > QA Mathematics Q Science > QA Mathematics > QA75 Electronic computers. Computer science Q Science > QA Mathematics > QA76 Computer software T Technology > T Technology (General)
Divisions:	Faculty of Engineering, Science and Mathematics > School of Electronics and Computer Science Faculty of Engineering, Science and Mathematics > School of Engineering Sciences Faculty of Engineering, Science and Mathematics > School of Mathematics
Depositing User:	Dr Joshua Olusegun Okeniyi
Date Deposited:	15 Aug 2016 11:16
Last Modified:	15 Aug 2016 11:16
URI:	http://eprints.covenantuniversity.edu.ng/id/eprint/6878

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