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Discrete Null Distributions

by Taylor B. Arnold and John W. Emerson Kolmogorov-Smirnov test

Abstract Methodology extending nonparamet- Overview

ric goodness-of-fit tests to discrete null distribu- The most popular nonparametric goodness-of-fit test

tions has existed for several decades. However, is the Kolmogorov-Smirnov test. Given the cumula-

modern statistical software has generally failed tive distribution function F0 ( x ) of the hypothesized

to provide this methodology to users. We offer distribution and the empirical distribution function

a revision of Rs ks.test() function and a new Fdata ( x ) of the observed data, the test statistic is given

cvm.test() function that fill this need in the R by

language for two of the most popular nonpara-

metric goodness-of-fit tests. This paper describes D = sup | F0 ( x ) Fdata ( x )| (1)

x

these contributions and provides examples of

their usage. Particular attention is given to vari- When F0 is continuous, the distribution of D does not

ous numerical issues that arise in their implemen- depend on the hypothesized distribution, making this

tation. a computationally attractive method. Slakter (1965)

offers a standard presentation of the test and its perfor-

mance relative to other algorithms. The test statistic is

easily adapted for one-sided tests. For these, the abso-

lute value in (1) is discarded and the tests are based on

either the supremum of the remaining difference (the

Introduction greater testing alternative) or by replacing the supre-

mum with a negative infimum (the lesser hypothesis

Goodness-of-fit tests are used to assess whether data alternative). Tabulated p-values have been available

are consistent with a hypothesized null distribution. for these tests since 1933 (Kolmogorov, 1933).

The 2 test is the best-known parametric goodness- The extension of the Kolmogorov-Smirnov test

of-fit test, while the most popular nonparametric to non-continuous null distributions is not straight-

tests are the classic test proposed by Kolmogorov forward. The formula of the test statistic D remains

and Smirnov followed closely by several variants on unchanged, but its distribution is much more diffi-

Cramr-von Mises tests. cult to obtain; unlike the continuous case, it depends

on the null model. Use of the tables associated with

In their most basic forms, these nonparametric

continuous hypothesized distributions results in con-

goodness-of-fit tests are intended for continuous hy-

servative p-values when the null distribution is dis-

pothesized distributions, but they have also been

continuous (see Slakter (1965), Goodman (1954), and

adapted for discrete distributions. Unfortunately,

Massey (1951)). In the early 1970s, Conover (1972)

most modern statistical software packages and pro-

developed the method implemented here for comput-

gramming environments have failed to incorporate

ing exact one-sided p-values in the case of discrete

these discrete versions. As a result, researchers would

null distributions. The method developed in Gleser

typically rely upon the 2 test or a nonparametric

(1985) is used to provide exact p-values for two-sided

test designed for a continuous null distribution. For

tests.

smaller sample sizes, in particular, both of these

choices can produce misleading inferences.

Implementation

This paper presents a revision of Rs ks.test()

function and a new cvm.test() function to fill this The implementation of the discrete Kolmogorov-

void for researchers and practitioners in the R environ- Smirnov test involves two steps. First, the particular

ment. This work was motivated by the need for such test statistic is calculated (corresponding to the de-

goodness-of-fit testing in a study of Olympic figure sired one-sided or two-sided test). Then, the p-value

skating scoring (Emerson and Arnold, 2011). We first for that particular test statistic may be computed.

present overviews of the theory and general imple- The form of the test statistic is the same as in the

mentation of the discrete Kolmogorov-Smirnov and continuous case; it would seem that no additional

Cramr-von Mises tests. We discuss the particular im- work would be required for the implementation, but

plementation of the tests in R and provide examples. this is not the case. Consider two non-decreasing func-

We conclude with a short discussion, including the tions f and g, where the function f is a step function

state of existing continuous and two-sample Cramr- with jumps on the set { x1 , . . . x N } and g is continu-

von Mises testing in R. ous (the classical Kolmogorov-Smirnov situation). In

C ONTRIBUTED R ESEARCH A RTICLES 35

between these two functions, notice that

Overview

sup | f ( x ) g( x )| While the Kolmogorov-Smirnov test may be the most

x popular of the nonparametric goodness-of-fit tests,

Cramr-von Mises tests have been shown to be more

= max max | g( xi ) f ( xi )| , powerful against a large class of alternatives hypothe-

i

ses. The original test was developed by Harald

lim | g( x ) f ( xi1 )| (2) Cramr and Richard von Mises (Cramr, 1928; von

x xi

Mises, 1928) and further adapted by Anderson and

Darling (1952), and Watson (1961). The original test

= max max | g( xi ) f ( xi )| ,

i statistic, W 2 , Andersons A2 , and Watsons U 2 are:

Z

| g( xi ) f ( xi1 )| (3) W2 = n [ Fdata ( x ) F0 ( x )]2 dF0 ( x ) (5)

[ Fdata ( x ) F0 ( x )]2

Z

A2 = n dF0 ( x ) (6)

Computing the maximum over these 2N values (with F0 ( x ) F0 ( x )2

Z h i2

f equal to Fdata ( x ) and g equal to F0 ( x ) as defined

U2 = n Fdata ( x ) F0 ( x ) W 2 dF0 ( x ) (7)

above) is clearly the most efficient way to compute

the Kolmogorov-Smirnov test statistic for a contin-

As with the original Kolmogorov-Smirnov test statis-

uous null distribution. When the function g is not

tic, these all have test statistic null distributions which

continuous, however, equality (3) does not hold in

are independent of the hypothesized continuous mod-

general because we cannot replace limx xi g( x ) with

els. The W 2 statistic was the original test statistic. The

the value g( xi ).

A2 statistic was developed by Anderson in the pro-

If it is known that g is a step function, it follows cess of generalizing the test for the two-sample case.

that for some small e, Watsons U 2 statistic was developed for distributions

which are cyclic (with an ordering to the support but

no natural starting point); it is invariant to cyclic re-

sup | f ( x ) g( x )| = ordering of the support. For example, a distribution

x

on the months of the year could be considered cyclic.

max (| g( xi ) f ( xi )| , | g( xi e) f ( xi1 )|) (4) It has been shown that these tests can be more

i

powerful than Kolmogorov-Smirnov tests to certain

deviations from the hypothesized distribution. They

where the discontinuities in g are more than some dis- all involve integration over the whole range of data,

tance e apart. This, however, requires knowledge that rather than use of a supremum, so they are best-suited

g is a step function as well as of the nature of its sup- for situations where the true alternative distribution

port (specifically, the break-points). As a result, we deviates a little over the whole support rather than

implement the Kolmogorov-Smirnov test statistic for having large deviations over a small section of the

discrete null distributions by requiring the complete support. Stephens (1974) offers a comprehensive anal-

specification of the null distribution. ysis of the relative powers of these tests.

Generalizations of the Cramr-von Mises tests to

Having obtained the test statistic, the p-value must

discrete distributions were developed in Choulakian

then be calculated. When an exact p-value is required

et al. (1994). As with the Kolmogorov-Smirnov test,

for smaller sample sizes, the methodology in Conover

the forms of the test statistics are unchanged, and

(1972) is used in for one-sided tests. For two-sided

the null distributions of the test statistics are again

tests, the methods presented in Gleser (1985) lead to

hypothesis-dependent. Choulakian et al. (1994) does

exact two-sided p-values. This requires the calcula-

not offer finite-sample results, but rather shows that

tion of rectangular probabilities for uniform order

the asymptotic distributions of the test statistics un-

statistics as discussed by Niederhausen (1981). Full

der the null hypothesis each involve consideration of

details of the calculations are contained in source code

a weighted sum of independent chi-squared variables

of our revised function ks.test() and in the papers

(with the weights depending on the particular null

of Conover and Gleser.

distribution).

For larger sample sizes (or when requested for

smaller sample sizes), the classical Kolmogorov- Implementation

Smirnov test is used and is known to produce conser-

vative p-values for discrete distributions; the revised Calculation of the three test statistics is done using

ks.test() supports estimation of p-values via simu- the matrix algebra given by Choulakian et al. (1994).

lation if desired. The only notable difficulty in the implementation of

36 C ONTRIBUTED R ESEARCH A RTICLES

the discrete form of the tests involves calculating the cal instability. First, consider the following inequality:

percentiles of the weighted sum of chi-squares,

p

!

p

!

p P i 21 x P max 21 x (10)

Q= i 2i,1d f (8) i =1

i =1

i =1 x

= P 2p (11)

p max

where p is the number of elements in the support of

the hypothesized distribution. Imhof (1961) provides The values for the weighted sum can be bounded

a method for obtaining the distribution of Q, easily using a simple transformation and a chi-squared dis-

adapted for our case because the chi-squared vari- tribution of a higher degree of freedom. Second, con-

ables have only one degree of freedom. The exact sider the Markov inequality:

formula given for the distribution function of Q is p

!

given by P i 21 x

i =1

1 1 sin [ (u, x )]

Z

p

P{ Q x } =

+ du (9)

2 0 u(u) E exp t i Zi2 exp(tx ) (12)

i =1

for continuous functions (, x ) and () depending exp(tx )

=q (13)

on the weights i . p

i=1 (1 2ti )

There is no analytic solution to the integral in (9),

so the integration is accomplished numerically. This where the bound can be minimized over t

seems fine in most situations we considered, but nu- (0, 1/2max ). The upper bounds for the p-value given

merical issues appear in the regime of large test statis- by (11) and (13) are both calculated and the smaller

tics x (or, equivalently, small p-values). The function is used in cases where the numerical instability of (9)

(, x ) is linear in x; as the test statistic grows the cor- may be a concern.

responding periodicity of the integrand decreases and The original formulation, numerical integration of

the approximation becomes unstable. As an example (9), is preferable for most p-values, while the upper

of this numerical instability, the red plotted in Figure bound described above is used for smaller p-values

1 shows the non-monotonicity of the numerical eval- (smaller than 0.001, based on our observations of the

uation of equation (9) for a null distribution that is numerical instability of the original formulation). Fig-

uniform on the set {1, 2, 3}. ure 1 shows the bounds with the blue and green

dashed lines; values in red exceeding the bounds

are a result of the numerical instability. Although

Unstable asymptotic pvalue from (9) it would be preferable to determine the use of the

Bound given by (11)

bound based on values of the test statistic rather than

1e03

statistic varies with the hypothesized distribution.

5e04

pvalue

0e+00

Functions ks.test() and cvm.test() are provided

1.5 2.0 2.5 3.0 for convenience in package dgof, available on

test statistic CRAN. Function ks.test() offers a revision of Rs

Kolmogorov-Smirnov function ks.test() from rec-

ommended package stats; cvm.test() is a new func-

Figure 1: Plot of calculated p-values for given test tion for Cramr-von Mises tests.

statistics using numerical integration (red) compared The revised ks.test() function supports one-

to the conservative chi-squared bound (dashed blue) sample tests for discrete null distributions by allowing

and the Markov inequality bound (dashed green). the second argument, y, to be an empirical cumula-

The null distribution is uniform on the set {1, 2, 3} in tive distribution function (an R function with class

this example. The sharp variations in the calculated "ecdf") or an object of class "stepfun" specifying a

p-values are a result of numerical instabilities, and discrete distribution. As in the original version of

the true p-values are bounded by the dashed curves. ks.test(), the presence of ties in the data (the first

argument, x) generates a warning unless y describes a

We resolve this problem by using a combination of discrete distribution. If the sample size is less than or

two conservative approximations to avoid the numeri- equal to 30, or when exact=TRUE, exact p-values are

C ONTRIBUTED R ESEARCH A RTICLES 37

provided (a warning is issued when the sample size and show usage of the new ks.test() implementa-

is greater than 30 due to possible numerical instabili- tion. The first is the default two-sided test, where the

ties). When exact = FALSE (or when exact is unspec- exact p-value is obtained using the methods of Gleser

ified and the sample size is greater than 30) the classi- (1985).

cal Kolmogorov-Smirnov null distribution of the test

> set.seed(1)

statistic is used and resulting p-values are known to

> x <- sample(1:10, 25, replace = TRUE)

be conservative though imprecise (see Conover (1972) > x

for details). In such cases, simulated p-values may

be desired, produced by the simulate.p.value=TRUE [1] 3 4 6 10 3 9 10 7 7 1 3 2 7

option. [14] 4 8 5 8 10 4 8 10 3 7 2 3

The function cvm.test() is similar in design to

> dgof::ks.test(x, ecdf(1:10))

ks.test(). Its first two arguments specify the data

and null distribution; the only extra option, type, One-sample Kolmogorov-Smirnov test

specifies the variant of the Cramr-von Mises test:

data: x

x a numerical vector of data values. D = 0.08, p-value = 0.9354

alternative hypothesis: two-sided

y an ecdf or step-function (stepfun) for specifying

the null model Next, we conduct the default one-sided test, where

Conovers method provides the exact p-value (up to

type the variant of the Cramr-von Mises test; W2 is

the numerical precision of the implementation):

the default and most common method, U2 is for

cyclical data, and A2 is the Anderson-Darling > dgof::ks.test(x, ecdf(1:10),

alternative. + alternative = "g")

class "htest".

data: x

D^+ = 0.04, p-value = 0.7731

Examples alternative hypothesis:

the CDF of x lies above the null hypothesis

Consider a toy example with observed data of length

In contrast, the option exact=FALSE results in the p-

2 (specifically, the values 0 and 1) and a hypothesized

value obtained by applying the classical Kolmogorov-

null distribution that places equal probability on the

Smirnov test, resulting in a conservative p-value:

values 0 and 1. With the current ks.test() function in

R (which, admittedly, doesnt claim to handle discrete > dgof::ks.test(x, ecdf(1:10),

distributions), the reported p-value, 0.5, is clearly in- + alternative = "g", exact = FALSE)

correct:

One-sample Kolmogorov-Smirnov test

> stats::ks.test(c(0, 1), ecdf(c(0, 1)))

data: x

One-sample Kolmogorov-Smirnov test D^+ = 0.04, p-value = 0.9231

alternative hypothesis:

data: c(0, 1) the CDF of x lies above the null hypothesis

D = 0.5, p-value = 0.5

alternative hypothesis: two-sided The p-value may also be estimated via a Monte Carlo

simulation:

Instead, the value of D given in equation (1) should > dgof::ks.test(x, ecdf(1:10),

be 0 and the associated p-value should be 1. Our re- + alternative = "g",

vision of ks.test() fixes this problem when the user + simulate.p.value = TRUE, B = 10000)

provides a discrete distribution:

One-sample Kolmogorov-Smirnov test

> library(dgof)

> dgof::ks.test(c(0, 1), ecdf(c(0, 1))) data: x

D^+ = 0.04, p-value = 0.7717

One-sample Kolmogorov-Smirnov test alternative hypothesis:

the CDF of x lies above the null hypothesis

data: c(0, 1)

D = 0, p-value = 1 A different toy example shows the dangers of

alternative hypothesis: two-sided using Rs existing ks.test() function with discrete

data:

Next, we simulate a sample of size 25 from the dis-

crete uniform distribution on the integers {1, 2, . . . , 10} > dgof::ks.test(rep(1, 3), ecdf(1:3))

38 C ONTRIBUTED R ESEARCH A RTICLES

with small p-values has been established. Although

data: rep(1, 3) we provide for Monte Carlo simulated p-values with

D = 0.6667, p-value = 0.07407 the new ks.test(), no simulations may be neces-

alternative hypothesis: two-sided sary necessary for these methods; they were gener-

ally developed during an era when extensive simula-

If, instead, either exact=FALSE is used with

tions may have been prohibitively expensive or time-

the new ks.test() function, or if the original

consuming. However, this does raise the possibility

stats::ks.test() is used, the reported p-value is

that alternative tests relying upon modern computa-

0.1389 even though the test statistic is the same.

tional abilities could provide even greater power in

We demonstrate the Cramr-von Mises tests with

certain situations, a possible avenue for future work.

the same simulated data.

In the continuous setting, both of the Kolmogorov-

> cvm.test(x, ecdf(1:10)) Smirnov and the Cramr-von Mises tests have two-

sample analogues. When data are observed from two

Cramer-von Mises - W2 processes or sampled from two populations, the hy-

pothesis tested is whether they came from the same

data: x

(unspecified) distribution. With the discrete case,

W2 = 0.057, p-value = 0.8114

alternative hypothesis: Two.sided however, the null distribution of the test statistic de-

pends on the underlying probability model, as dis-

> cvm.test(x, ecdf(1:10), type = "A2") cussed by Walsh (1963). Such an extension would

require the specification of a null distribution, which

Cramer-von Mises - A2 generally goes unstated in two-sample goodness-of-

fit tests. We note that Dufour and Farhat (2001) ex-

data: x

plored two-sample goodness-of-fit tests for discrete

A2 = 0.3969, p-value = 0.75

alternative hypothesis: Two.sided

distributions using a permutation test approach.

Further generalizations of goodness-of-fit tests for

We conclude with a toy cyclical example showing discrete distributions are described in the extended

that the test is invariant to cyclic reordering of the study of de Wet and Venter (1994). There are exist-

support. ing R packages for certain type of Cramr-von Mises

goodness-of-fit tests for continuous distributions.

> set.seed(1) Functions implemented in package nortest (Gross,

> y <- sample(1:4, 20, replace = TRUE) 2006) focus on the composite hypothesis of normality,

> cvm.test(y, ecdf(1:4), type = 'U2')

while package ADGofTest (Bellosta, 2009) provides

Cramer-von Mises - U2 the Anderson-Darling variant of the test for general

continuous distributions. Packages CvM2SL1Test

data: y (Xiao and Cui, 2009a) and CvM2SL2Test (Xiao and

U2 = 0.0094, p-value = 0.945 Cui, 2009b) provide two-sample Cramr-von Mises

alternative hypothesis: Two.sided tests with continuous distributions. Package cramer

(Franz, 2006) offers a multivariate Cramr test for the

> z <- y%%4 + 1 two-sample problem. Finally, we note that the dis-

> cvm.test(z, ecdf(1:4), type = 'U2')

crete goodness-of-fit tests discussed in this paper do

Cramer-von Mises - U2 not allow the estimation of parameters of the hypoth-

esized null distributions (see Lockhart et al. (2007) for

data: z example).

U2 = 0.0094, p-value = 0.945

alternative hypothesis: Two.sided

Acknowledgement

In contrast, the Kolmogorov-Smirnov or the standard

Cramr-von Mises tests produce different results after We are grateful to Le-Minh Ho for his implementation

such a reordering. For example, the default Cramr- of the algorithm described in Niederhausen (1981) for

von Mises test yields p-values of 0.8237 and 0.9577 calculating rectangular probabilities of uniform order

with the original and transformed data y and z, re- statistics. We also appreciate the feedback from two

spectively. reviewers of this paper as well as from a reviewer of

Emerson and Arnold (2011).

Discussion

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