OneSampleKolmogorovSmirnovTest Class

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

For a list of all members of this type, see OneSampleKolmogorovSmirnovTest Members.

System.Object
   HypothesisTest
      OneSampleTest
         OneSampleKolmogorovSmirnovTest

[Visual Basic]
NotInheritable Public Class OneSampleKolmogorovSmirnovTest

Inherits OneSampleTest

[C#]

public sealed class OneSampleKolmogorovSmirnovTest : OneSampleTest

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.

Requirements

Namespace: Extreme.Statistics.Tests

Assembly: Extreme.Statistics (in Extreme.Statistics.dll)

OneSampleKolmogorovSmirnovTest Class

Remarks

Requirements

See Also