CODEWITHSUNDEEP
pythonscipy.stats
Carrot Bill
Carrot Bill

Reputation: 13

p-value from ks_2samp is unexpected

why the p-value of kstest between array'x' and array'y' is less than 0.05? As you see, they are actually from one distribution (that is ,normal distribution).I cannot find the reasons and I'm very confused.Thanks you in advance!

import scipy.stats as st
import numpy as np
np.random.seed(12)
x = np.random.normal(0,1,size=1000)
y = np.random.normal(0,1,size=1000)
st.ks_2samp(x,y)
Out[9]: KstestResult(statistic=0.066, pvalue=0.025633868930359294)

Upvotes: 1

Views: 233

Answers (1)

Kelly Brower
Kelly Brower

Reputation: 165

This is correct. Remember the p-value being low means you have grounds to reject the null hypothesis, which says that these two samples came from the same distribution. But rejecting the null hypothesis is not the same as affirming that these two came from different distributions, it just means that you can't conclude that they came from the same distribution.

Upvotes: 1

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