Kstest: Difference between revisions
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===Purpose=== | ===Purpose=== | ||
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===Examples=== | ===Examples=== | ||
kstest(x) | kstest(x) | ||
kstest(x,'exp') | |||
kstest(x,'exp') | |||
===See Also=== | ===See Also=== | ||
[[ | [[chitest]], [[distfit]] | ||
Revision as of 09:10, 4 September 2008
Purpose
Kolmogorov-Smirnov test that a sample has a specified distribution.
Synopsis
- vals = kstest(x,distname)
Inputs
- x = matrix (column vector) in which the sample data is stored.
- distname = string, optional distribution name to assume as the parent distribution for the sample. Default value is 'normal'.
Outputs
The return value is a structure with fields (larger values indicate rejecting the named distribution as a candidate parent distribution for the sample). The ks is the value of the Kolmogorov-Smirnov statistic and is times the maximum difference of the distributions. The maximum difference in the distributions is returned as Dn.
- Ks = value of the adjusted test statistic.
- Dn = unadjusted test statistic.
- parameters = maximum likelihood estimates.
Examples
kstest(x) kstest(x,'exp')