OneSampleKolmogorovSmirnovTest Class

public sealed class OneSampleKolmogorovSmirnovTest : OneSampleTest

Public NotInheritable Class OneSampleKolmogorovSmirnovTest
	Inherits OneSampleTest

public ref class OneSampleKolmogorovSmirnovTest sealed : public OneSampleTest

[<SealedAttribute>]
type OneSampleKolmogorovSmirnovTest =  
    class
        inherit OneSampleTest
    end

The OneSampleKolmogorovSmirnovTest type exposes the following members.

	Name	Description
	OneSampleKolmogorovSmirnovTest	Constructs a new Kolmogorov-Smirnov goodness-of-fit test object.
	OneSampleKolmogorovSmirnovTest(VectorDouble, ContinuousDistribution)	Constructs a new Kolmogorov-Smirnov goodness-of-fit test for the specified distribution.
	OneSampleKolmogorovSmirnovTest(VectorDouble, FuncDouble, Double)	Constructs a new Kolmogorov-Smirnov goodness-of-fit test for a distribution with the specified cumulative distribution function.

	Name	Description
	Distribution	Gets the probability distribution used in the hypothesis test. (Inherited from HypothesisTest.)
	DistributionFunction	Gets or sets the (cumulative) distribution function of the distribution being tested.
	HypothesisType	Gets or sets whether the test is one or two-tailed. (Inherited from HypothesisTest.)
	Name	Gets the name of the hypothesis test. (Overrides HypothesisTestName.)
	PValue	Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis. (Inherited from HypothesisTest.)
	Sample	Gets or sets the variable the test is to be applied to. (Inherited from OneSampleTestT.)
	SignificanceLevel	Gets the significance level used to test the null hypothesis. (Inherited from HypothesisTest.)
	Statistic	Gets the value of the test statistic. (Inherited from HypothesisTest.)

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	GetConfidenceInterval	Returns the confidence interval for the test parameter for the default confidence level. (Inherited from HypothesisTest.)
	GetConfidenceInterval(Double)	Returns the confidence interval for the test parameter for the specified confidence level. (Inherited from HypothesisTest.)
	GetHashCode	Serves as the default hash function. (Inherited from Object.)
	GetLowerCriticalValue	Gets the lower critical value for the hypothesis test's current significance level. (Inherited from HypothesisTest.)
	GetLowerCriticalValue(Double)	Gets the lower critical value for the hypothesis test at the specified significance level. (Inherited from HypothesisTest.)
	GetPValue	Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis. (Inherited from HypothesisTest.)
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	GetUpperCriticalValue	Gets the upper critical value for the test statistic at the hypothesis test's current significance level. (Inherited from HypothesisTest.)
	GetUpperCriticalValue(Double)	Gets the upper critical value for the test statistic at the specified significance level. (Inherited from HypothesisTest.)
	Reject	Returns whether the null hypothesis is rejected using the default significance level. (Inherited from HypothesisTest.)
	Reject(Double)	Returns whether the null hypothesis is rejected using the specified significance level. (Inherited from HypothesisTest.)
	SetDistribution	Sets the distribution being tested.
	Summarize	Returns a string containing a human-readable summary of the object. (Inherited from HypothesisTest.)
	Summarize(SummaryOptions)	Returns a string containing a human-readable summary of the object using the specified options. (Inherited from OneSampleTestT.)
	ToString	Returns a string that represents the current object. (Inherited from HypothesisTest.)

Use the OneSampleKolmogorovSmirnovTest class to test whether a sample comes from a specific distribution. The distribution must be specified independently from the sample. None of the parameters of the distribution can be estimated from the sample, or the test will not be accurate.

The distribution can be specified in two forms. It can be specified as a ContinuousDistribution object. Alternatively, a function of one variable delegate can be specified that evaluates the Cumulative Distribution Function of the distribution.

A Kolmogorov-Smirnov test is only valid for continuous distributions. Furthermore, the distribution itself has to be fully specified. None of its parameters should be estimated from the sample.

The AndersonDarlingTest and the ChiSquareGoodnessOfFitTest are alternatives to the Kolmogorov-Smirnov test. To test whether two samples come from the same unknown distribution, use the TwoSampleKolmogorovSmirnovTest class.

Reference