Previous Up Next

7.5.5  Testing a distribution with the Kolmogorov-Smirnov distribution: kolmogorovt

The kolmogorovt command will use the Kolmogorov test to compare sample data to a specified continuous distribution. You need to provide kolmogorovt with either two lists of data or a list of data followed by the name of a distribution with the parameters. The kolmogorovt command will return three values:

For example, if you enter

kolmogorovt(randvector(100,normald,0,1),normald(0,1))

you might get

["D=",0.112592987625,"K=",1.12592987625,"1-kolmogorovd(K)=",0.158375510292]

and if you enter

kolmogorovt(randvector(100,normald,0,1),student(2))

you might get

["D=",0.0996114067923,"K=",0.996114067923,"1-kolmogorovd(K)=",0.27418851907]

Previous Up Next