The signed Kolmogorov-Smirnov test: why it should not be used.
The two-sample Kolmogorov-Smirnov (KS) test is often used to decide whether two random samples have the same statistical distribution. A popular modification of the KS test is to use a signed version of the KS statistic to infer whether the values of one sample are statistically larger than the values of the other. The underlying hypotheses of the KS test are intrinsically incompatible with this approach and the test can produce false positives supported by extremely low p-values. This potentially makes the signed KS test a tool of p-hacking, which should be discouraged by replacing it with standard tests such as the t-test and by providing confidence intervals instead of p-values.
Genome Architecture, Gene Regulation, Stem Cells and Cancer Programme, Centre for Genomic Regulation (CRG), Dr. Aiguader 88, 08003 Barcelona, Spain ; Universitat Pompeu Fabra (UPF), Barcelona, Spain.
Guillaume J
GJ
Filion
D003627:Data Interpretation, Statistical; D023281:Genomics / Q000379:methods*; D015203:Reproducibility of Results; D018709:Statistics, Nonparametric
Kolmogorov-smirnov test; P-hacking; P-value; Statistics