Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 220.127.116.11 (18.104.22.168)
|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
The test distribution.
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.
The null hypothesis of the KS test is that the sample is drawn from the given continuous distribution. The test statsitic D is the maximum deviation of the sample's emperical distribution function (EDF) from the distribution's cumulative distribution function (CDF). A high value of the test statistic, corresponding to a low right tail probability, indicates that the sample distribution disagrees with the given distribution to a degree unlikely to arise from statistical fluctuations.
For small sample sizes, we compute the null distribution of D exactly. For large sample sizes, we use an accurate asympotitc approximation. Therefore it is safe to use this method for all sample sizes.
|System..::..ArgumentNullException||distribution is null.|