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Manuals/calci/KSTESTCORE (view source)
Revision as of 20:01, 14 December 2016
, 20:01, 14 December 2016→Description
*The Kolmogorov-Smirnov test statistic for the cumulative distribution F(x) is:<math> D_n=Sup_x|F_n(x)-F(x)|</math>where <math>sup_x</math> is the supremum of the set of distances.
*The Kolmogorov-Smirnov test statistic for the cumulative distribution F(x) is:<math> D_n=Sup_x|F_n(x)-F(x)|</math>where <math>sup_x</math> is the supremum of the set of distances.
*<math>F_n(x)</math> is the empirical distribution function for n,with the observations <math>X_i</math> is defined as:<math>F_n(x)= Refer Wikipedia I_{X_i\le x}</math>where <math>I_{X_i\le x}</math> is the indicator function, equal to 1 if <math>X_i\le x</math> and equal to 0 otherwise.
*<math>F_n(x)</math> is the empirical distribution function for n,with the observations <math>X_i</math> is defined as:<math>F_n(x)= Refer Wikipedia I_{X_i\le x}</math>where <math>I_{X_i\le x}</math> is the indicator function, equal to 1 if <math>X_i\le x</math> and equal to 0 otherwise.
* Using this function we can identify the following deatils:
Are the data from the Normal distribution or Weibull distribution or Exponential distribution or a logistic distribution.
==Examples==
==Examples==