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20.5.5  Testing a distribution with the Kolmogorov-Smirnov distribution

The kolmogorovt command uses the Kolmogorov test to compare sample data to a specified continuous distribution.

Examples

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

D=0.112141597243,K=1.12141597243,1−kolmogorovd(K)=0.161616499536
          
kolmogorovt(randvector(100,normald,0,1),student(2))
     

D=0.112592987625,K=1.12592987625,1−kolmogorovd(K)=0.158375510292
          

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