OneSampleKolmogorovSmirnovTest Class

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

Definition

Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public sealed class OneSampleKolmogorovSmirnovTest : OneSampleTest
Inheritance
Object  →  HypothesisTest  →  OneSampleTest<Double>  →  OneSampleTest  →  OneSampleKolmogorovSmirnovTest

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 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.

Constructors

OneSampleKolmogorovSmirnovTest() Constructs a new Kolmogorov-Smirnov goodness-of-fit test object.
OneSampleKolmogorovSmirnovTest(Vector<Double>, ContinuousDistribution) Constructs a new Kolmogorov-Smirnov goodness-of-fit test for the specified distribution.
OneSampleKolmogorovSmirnovTest(Vector<Double>, Func<Double, Double>) Constructs a new Kolmogorov-Smirnov goodness-of-fit test for a distribution with the specified cumulative distribution function.

Properties

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 HypothesisTest.Name)
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 OneSampleTest<T>)
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)

Methods

EqualsDetermines 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)
GetHashCodeServes 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)
GetTypeGets 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 OneSampleTest<T>)
ToStringReturns a string that represents the current object.
(Inherited from HypothesisTest)

See Also