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Kolmogorov-Smirnov test for spatially correlated data

Stochastic Environmental Research and Risk Assessment

By:
and
DOI: 10.1007/s00477-008-0255-1

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Abstract

The Kolmogorov-Smirnov test is a convenient method for investigating whether two underlying univariate probability distributions can be regarded as undistinguishable from each other or whether an underlying probability distribution differs from a hypothesized distribution. Application of the test requires that the sample be unbiased and the outcomes be independent and identically distributed, conditions that are violated in several degrees by spatially continuous attributes, such as topographical elevation. A generalized form of the bootstrap method is used here for the purpose of modeling the distribution of the statistic D of the Kolmogorov-Smirnov test. The innovation is in the resampling, which in the traditional formulation of bootstrap is done by drawing from the empirical sample with replacement presuming independence. The generalization consists of preparing resamplings with the same spatial correlation as the empirical sample. This is accomplished by reading the value of unconditional stochastic realizations at the sampling locations, realizations that are generated by simulated annealing. The new approach was tested by two empirical samples taken from an exhaustive sample closely following a lognormal distribution. One sample was a regular, unbiased sample while the other one was a clustered, preferential sample that had to be preprocessed. Our results show that the p-value for the spatially correlated case is always larger that the p-value of the statistic in the absence of spatial correlation, which is in agreement with the fact that the information content of an uncorrelated sample is larger than the one for a spatially correlated sample of the same size. ?? Springer-Verlag 2008.

Additional Publication Details

Publication type:
Article
Publication Subtype:
Journal Article
Title:
Kolmogorov-Smirnov test for spatially correlated data
Series title:
Stochastic Environmental Research and Risk Assessment
DOI:
10.1007/s00477-008-0255-1
Volume
23
Issue:
6
Year Published:
2009
Language:
English
Larger Work Type:
Article
Larger Work Subtype:
Journal Article
Larger Work Title:
Stochastic Environmental Research and Risk Assessment
First page:
749
Last page:
757