Represents a test that a sample comes from a specified distribution.

Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public NotInheritable Class OneSampleKolmogorovSmirnovTest _ Inherits OneSampleTest

C#
public sealed class OneSampleKolmogorovSmirnovTest : OneSampleTest

C++
public ref class OneSampleKolmogorovSmirnovTest sealed : public OneSampleTest

Methods

Icon	Type	Description
	CalculateStatistic()	Calculates the value of the statistic used for this test.
	Equals(Object)	Determines whether the specified Object is equal to the current Object.
	Finalize()	Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
	GetConfidenceInterval(Double)	Returns the confidence interval for the test parameter for the specified confidence level.
	GetHashCode()	Serves as a hash function for a particular type.
	GetLowerCriticalValue()	Gets the lower critical value for the hypothesis test's current significance level.
	GetLowerCriticalValue(Double)	Gets the lower critical value for the hypothesis test at the specified significance level.
	GetType()	Gets the Type of the current instance.
	GetUpperCriticalValue()	Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
	GetUpperCriticalValue(Double)	Gets the upper critical value for the test statistic at the specified significance level.
	MemberwiseClone()	Creates a shallow copy of the current Object.
	Reject()	Returns a value that indicates whether the null hypothesis is rejected using the default significance level.
	Reject(Double)	Returns a value that indicates whether the null hypothesis is rejected using the specified significance level.
	SetDistribution(ContinuousDistribution)	Sets the distribution being tested.
	ToString()	Returns a String that represents the current Object.

Constructors

Icon	Type	Description
	OneSampleKolmogorovSmirnovTestNew()	Constructs a new Kolmogorov-Smirnov goodness-of-fit test object.
	OneSampleKolmogorovSmirnovTestNew(NumericalVariable, RealFunction)	Constructs a new Kolmogorov-Smirnov goodness-of-fit test for a distribution with the specified cumulative distribution function.
	OneSampleKolmogorovSmirnovTestNew(NumericalVariable, ContinuousDistribution)	Constructs a new Kolmogorov-Smirnov goodness-of-fit test for the specified distribution.

Properties

Icon	Type	Description
	Distribution	Sets the probability distribution used in the hypothesis test.
	DistributionFunction	Gets or sets the (cumulative) distribution function of the distribution being tested.
	HypothesisType	Gets or sets a value that indicates whether the test is one or two-tailed.
	PValue	Gets the probability that the test statistic would take on the calculated value under the null hypothesis.
	Sample	Gets or sets the variable the test is to be applied to.
	SignificanceLevel	Gets the significance level used to test the null hypothesis.
	Statistic	Gets the value of the test statistic.

Remarks

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 RealFunction 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.

Inheritance Hierarchy

System.Object
  Extreme.Statistics.Tests.HypothesisTest
    Extreme.Statistics.Tests.OneSampleTest
      Extreme.Statistics.Tests.OneSampleKolmogorovSmirnovTest