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Why p-value is 0 when testing the distribution

I wanna test the distribution of a sample, I have tried several test like kstest. But I always got the result of p-value=0. Why?

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Bargitta Avatar asked Jan 18 '11 05:01

Bargitta


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1 Answers

When you perform a statistical test, you have two hypothesis:

  • the null hypothesis. Often call H_0. In your case, the null hypothesis is that the data comes from a Normal distribution.
  • the alternate hypothesis. Often call H_1 or H_A. In your case, the data comes from a non-normal distribution.

A small p-value indicates that the observations are inconsistent with the Null hypothesis. The typical pharse used is, "we reject the null hypothesis". That means that your data doesn't seem to be normal.

A few other pointers.

  1. Plot your data as a histogram. Then superimpose a normal density with the mean and variance equal to that of your data. Does it look similar?
  2. Why does it matter if your data is Normal?
  3. Statistical questions are probably best asked at the statistics stackexchange site.
  4. See the wikipedia Normality tests page for further details.
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csgillespie Avatar answered Sep 23 '22 00:09

csgillespie