Details

    • Type: New Feature
    • Status: Resolved
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 4.0
    • Labels:
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      Description

      Kolmogorov-Smirnov test (see [1]) is used to test if one sample against a known probability density functions or if two samples are from the same distribution. To evaluate the test statistic, the Kolmogorov-Smirnov distribution is used. Quite good asymptotics exist for the one-sided test, but it's more difficult for the two-sided test.

      [1]: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test

        Attachments

        1. MATH437-with-test-take-1
          27 kB
          Mikkel Meyer Andersen
        2. ks-distribution.patch
          9 kB
          Luc Maisonobe

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            • Assignee:
              psteitz Phil Steitz
              Reporter:
              mikl Mikkel Meyer Andersen
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