Kstest

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Revision as of 15:25, 3 September 2008 by imported>Jeremy (Importing text file)
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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