5.4.5 - Tutorial - Kolmogorov-Smirnov Test Analysis - Teradata Warehouse Miner

Teradata Warehouse Miner User Guide - Volume 3Analytic Functions

Product
Teradata Warehouse Miner
Release Number
5.4.5
Published
February 2018
Language
English (United States)
Last Update
2018-05-04
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In this example, a Kolmogorov-Smirnov test analysis is performed on the fictitious banking data to analyze account usage.

  1. Parameterize a Kolmogorov-Smirnov Test analysis as follows:
    • Available Tables — twm_customer_analysis
    • Column of Interest — income
    • Group By Columns — years_with_bank
    • Analysis Parameters
      • Threshold Probability — 0.05
  2. Run the analysis.
  3. Click Results when it completes.

    For this example, the Kolmogorov-Smirnov Test analysis generated the following table. The Kolmogorov-Smirnov Test was computed for each distinct value of the group by variable “years_with_bank”. Results were sorted by years_with_bank. The tests shows customer incomes with years_with_bank of 1, 5,6,7,8, and 9 were normally distributed and those with 0, 2, and 3 were not. A ‘p’ means significantly nonnormal and an ‘a’ means accept the null hypothesis of normality. The SQL is available for viewing but not listed below.

    Kolmogorov-Smirnov Test
    years_with_bank Klm M KlmPValue KlmPText KlmCallP_0.05
    0 0.159887652 88 0.019549995   p
    1 0.118707332 87 0.162772589   a
    2 0.140315991 94 0.045795894   p
    3 0.15830739 86 0.025080666   p
    4 0.999999 78 0.01 <0.01 p
    5 0.138336567 82 0.080579955   a
    6 0.127171093 83 0.127653475   a
    7 0.135147555 65 0.172828265   a
    8 0.184197592 45 0.084134345   a
    9 0.109205054 39 0.20 >0.20 a