Kstest: Difference between revisions
Jump to navigation
Jump to search
imported>Jeremy (Importing text file) |
imported>Jeremy No edit summary |
||
| (4 intermediate revisions by the same user not shown) | |||
| Line 1: | Line 1: | ||
===Purpose=== | ===Purpose=== | ||
Kolmogorov-Smirnov test that a sample has a specified distribution. | Kolmogorov-Smirnov test that a sample has a specified distribution. | ||
===Synopsis=== | ===Synopsis=== | ||
:vals = kstest(x,distname) | :vals = kstest(x,distname) | ||
* x = matrix (column vector) in which the sample data is stored. | ===Description=== | ||
* distname = string, optional distribution name to assume as the parent distribution for the sample. Default value is 'normal'. | |||
Performs a Kolmogorov-Smirnov test on a set of values to determine if they came from a specified distribution. | |||
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 | |||
* Ks = value of the adjusted test statistic. | ====Inputs==== | ||
* Dn = unadjusted test statistic. | |||
* parameters = maximum likelihood estimates. | * '''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 <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. | |||
* '''Dn''' = unadjusted test statistic. | |||
* '''parameters''' = maximum likelihood estimates. | |||
===Examples=== | ===Examples=== | ||
kstest(x) | |||
kstest(x,'exp') | kstest(x) | ||
kstest(x,'exp') | |||
===See Also=== | ===See Also=== | ||
[[ | |||
[[chitest]], [[distfit]] | |||
Latest revision as of 09:18, 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')