Kstest: Difference between revisions
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imported>Jeremy (Importing text file) |
imported>Jeremy (Importing text file) |
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:vals = kstest(x,distname) | :vals = kstest(x,distname) | ||
==== | ====Inputs==== | ||
* '''x''' = matrix (column vector) in which the sample data is stored. | * '''x''' = matrix (column vector) in which the sample data is stored. | ||
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* '''distname''' = string, optional distribution name to assume as the parent distribution for the sample. Default value is 'normal'. | * '''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. | 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. | ||
Revision as of 16:34, 3 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')