KolmogorovSmirnovTest

KolmogorovSmirnovTest(data)

Computes the p-value, or observed significance level, of a one-sample Wikipedia:Kolmogorov-Smirnov test evaluating the null hypothesis that data conforms to the NormalDistribution().

KolmogorovSmirnovTest(data, distribution)

Computes the p-value, or observed significance level, of a one-sample Wikipedia:Kolmogorov-Smirnov test evaluating the null hypothesis that data conforms to the (continuous) distribution.

KolmogorovSmirnovTest(data, distribution, "TestData")

Computes the test statistic and the p-value, or observed significance level, of a one-sample Wikipedia:Kolmogorov-Smirnov test evaluating the null hypothesis that data conforms to the (continuous) distribution.

Examples

>> data = { 0.53236606, -1.36750258, -1.47239199, -0.12517888, -1.24040594, 1.90357309,-0.54429527, 2.22084140, -1.17209146, -0.68824211, -1.75068914, 0.48505896, 2.75342248, -0.90675303, -1.05971929, 0.49922388, -1.23214498, 0.79284888, 0.85309580, 0.17903487, 0.39894754, -0.52744720, 0.08516943, -1.93817962, 0.25042913, -0.56311389, -1.08608388, 0.11912253, 2.87961007, -0.72674865, 1.11510699, 0.39970074, 0.50060532, -0.82531807, 0.14715616, -0.96133601,  -0.95699473, -0.71471097, -0.50443258, 0.31690224, 0.04325009, 0.85316056,  0.83602606, 1.46678847, 0.46891827, 0.69968175, 0.97864326, 0.66985742, -0.20922486, -0.15265994}

>> KolmogorovSmirnovTest(data)
0.744855

>> KolmogorovSmirnovTest(data, NormalDistribution(), "TestData")
{0.0930213,0.744855}

Implementation status

• ✅ - full supported

Github

• Implementation of KolmogorovSmirnovTest