Represents the distribution of the Kolmogorov-Smirnov D statistic.
Namespace:
Meta.Numerics.StatisticsAssembly: Meta.Numerics (in Meta.Numerics.dll) Version: 1.5.0.0 (1.5.0.0)
Syntax
| C# | Visual Basic | Visual C++ |
public class KolmogorovDistribution : Distribution
Public Class KolmogorovDistribution _ Inherits Distribution
public ref class KolmogorovDistribution : public Distribution
Members
| All Members | Constructors | Properties | Methods |
| Member | Description | |
|---|---|---|
| KolmogorovDistribution()()() |
Instantiates a new asymptotic Kolmogorov distribution.
| |
| Equals(Object) | (Inherited from Object.) | |
| ExpectationValue(Function<(Of <(Double, Double>)>)) |
Computes the expectation value of the given function.
(Inherited from Distribution.) | |
| Finalize()()() |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) | |
| GetHashCode()()() |
Serves as a hash function for a particular type.
(Inherited from Object.) | |
| GetRandomValue(Random) |
Returns a random value.
(Inherited from Distribution.) | |
| GetType()()() |
Gets the Type of the current instance.
(Inherited from Object.) | |
| InverseLeftProbability(Double) |
Returns the point at which the cumulative distribution function attains a given value.
(Inherited from Distribution.) | |
| LeftProbability(Double) |
Returns the cumulative probability to the left of (below) the given point.
(Overrides Distribution..::.LeftProbability(Double).) | |
| Mean |
Gets the mean of the distribution.
(Overrides Distribution..::.Mean.) | |
| Median |
Gets the median of the distribution.
(Overrides Distribution..::.Median.) | |
| MemberwiseClone()()() |
Creates a shallow copy of the current Object.
(Inherited from Object.) | |
| Moment(Int32) |
Returns the given moment of the distribution.
(Overrides Distribution..::.Moment(Int32).) | |
| MomentAboutMean(Int32) |
Returns the given moment of the distribution, about the mean.
(Overrides Distribution..::.MomentAboutMean(Int32).) | |
| ProbabilityDensity(Double) |
Returns the probability density at the given point.
(Overrides Distribution..::.ProbabilityDensity(Double).) | |
| RightProbability(Double) |
Return the cumulative probability to the right of (above) the given point.
(Overrides Distribution..::.RightProbability(Double).) | |
| Skewness |
Ges the skewness of the distribution.
(Inherited from Distribution.) | |
| StandardDeviation |
Gets the standard deviation of the distribution.
(Overrides Distribution..::.StandardDeviation.) | |
| Support |
Gets the interval over which the distribution is nonvanishing.
(Overrides Distribution..::.Support.) | |
| ToString()()() | (Inherited from Object.) | |
| Variance |
Gets the variance of the distribution.
(Overrides Distribution..::.Variance.) |
Remarks
The D statistic in a Kolmogorov-Smirnov test is distributed (under the null hypothesis) according to a Kolmogorov disribution.
Inheritance Hierarchy
System..::.Object
Meta.Numerics.Statistics..::.Distribution
Meta.Numerics.Statistics..::.KolmogorovDistribution
Meta.Numerics.Statistics..::.Distribution
Meta.Numerics.Statistics..::.KolmogorovDistribution