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What a wonderful article. I've learnt several useful things just by skimming it, even if I never end up using Kolmogorov-Smirnov in anger.
by regularfry 11y ago
What a wonderful article. I've learnt several useful things just by skimming it, even if I never end up using Kolmogorov-Smirnov in anger.
- golergka 11y agoWhy anger?
- pliny 11y agoUsed in anger is an expression that roughly means 'used to achieve something.' I think it comes from 'shots fired in practice' vs. 'shots fired in anger' (i.e. in combat, for the purpose of killing).
- draaglom 11y agoTo "use something in anger" is a phrase, meaning to use something "for real" - in production, etc. rather than just to try it out.
- jgalt212 11y agoI have (almost exclusively in the finance space). I found it rejecting too many null hypotheses to work in practice (e.g. choosing a distribution that you could generate reasonable simulations with). For choosing distributions, we ended up plotting observations versus various simulated realities and going with the "eye test". Now, of course, there will be those out that that say this is not rigorous enough, but for most phenomena in the social sciences its very hard to find a distribution that fits reality per the K-S test. So you're left with either bootstrapping (which has its own flaws) a distribution or choosing one that's good enough (e.g. passing the eye test).
- murbard2 11y agoThat sounds more like a job for the KL-divergence.