Kstest

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')

See Also

chitest, distfit