Tests whether the sample is compatible with the given distribution.

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 2.1.0.0 (2.1.0.0)

Syntax

            
 C#  Visual Basic  Visual C++  F# 
public TestResult KolmogorovSmirnovTest(
	Distribution distribution
)
Public Function KolmogorovSmirnovTest ( _
	distribution As Distribution _
) As TestResult
public:
TestResult^ KolmogorovSmirnovTest(
	Distribution^ distribution
)
member KolmogorovSmirnovTest : 
        distribution : Distribution -> TestResult

Parameters

distribution
Distribution
The test distribution.

Return Value

The test result. The test statistic is the D statistic and the likelyhood is the right probability to obtain a value of D as large or larger than the one obtained.

Remarks

The Kolmogorov-Smirnov test measures the departure of a sample from a hypothesized population distribution by comparing the cumulative probability function of the data to the cumulative probability function of the hypothesized population distribution. The test statistic D is the maximum seperation between the two curves.

Under the null hypothesis N1/2D is known to be distributed according to the Kolomogorov distribution in the large-N limit. Because of the large-N assumption, this test should not be used with small (less than ~50) data sets.

Exceptions

ExceptionCondition
System..::..ArgumentNullExceptiondistribution is null.

See Also