Kstest: Difference between revisions
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:vals = kstest(x,distname) | :vals = kstest(x,distname) | ||
===Description=== | |||
Performs a Kolmogorov-Smirnov test on a set of values to determine if they came from a specified distribution. | |||
====Inputs==== | ====Inputs==== | ||
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====Outputs==== | ====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 | 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 <math>\sqrt[ ]{ n }</math> times the maximum difference of the distributions. The maximum difference in the distributions is returned as Dn. | ||
* '''Ks''' = value of the adjusted test statistic. | * '''Ks''' = value of the adjusted test statistic. | ||
Latest revision as of 08:18, 4 September 2008
Purpose
Kolmogorov-Smirnov test that a sample has a specified distribution.
Synopsis
- vals = kstest(x,distname)
Description
Performs a Kolmogorov-Smirnov test on a set of values to determine if they came from a specified distribution.
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.
![{\displaystyle {\sqrt[{}]{n}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/d3b4ff5cad9b56b09ee1fc86fb8dc5f5963892a0)
- Ks = value of the adjusted test statistic.
- Dn = unadjusted test statistic.
- parameters = maximum likelihood estimates.
Examples
kstest(x) kstest(x,'exp')