KolmogorovSmirnovTest Class

One sample Kolmogorov-Smirnov test of the null hypothesis that data in the sample is a random sample from specified distribution, against the alternative that the distribution is different. http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test#Kolmogorov.E2.80.93Smirnov_test

Tail	Alternative hypothesis
Tail.Both	CDF of sample distribution is supposed to be non-equal to CDF of provided distribution.
Tail.Left	CDF of sample distribution is supposed to be less than CDF of provided distribution.
Tail.Right	CDF of sample distribution is supposed to be greater than CDF of provided distribution.

Default supposed distribution is standard normal distribution.

Inheritance Hierarchy

SystemObject
  FinMath.Statistics.HypothesisTestingHypothesisTest
    FinMath.Statistics.HypothesisTestingOneSampleTest
      FinMath.Statistics.HypothesisTestingKolmogorovSmirnovTest

Namespace: FinMath.Statistics.HypothesisTesting
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

Copy

[SerializableAttribute]
public class KolmogorovSmirnovTest : OneSampleTest

The KolmogorovSmirnovTest type exposes the following members.

Constructors

	Name	Description
	KolmogorovSmirnovTest	Creates KolmogorovSmirnovTest instance with default significance level for two-sided test.
	KolmogorovSmirnovTest(Double)	Creates KolmogorovSmirnovTest instance for two-sided test.
	KolmogorovSmirnovTest(Tail)	Creates KolmogorovSmirnovTest instance with default significance level.
	KolmogorovSmirnovTest(Double, Tail)	Creates KolmogorovSmirnovTest instance.

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Properties

Name

Description

AcceptanceRegionLeft

Region of acceptance left border. We fail to reject null hypothesis if test statistics is between left and right borders of region of acceptance. http://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Definition_of_terms

(Overrides HypothesisTestAcceptanceRegionLeft.)

AcceptanceRegionRight

Region of acceptance right border. We fail to reject null hypothesis if test statistics is between left and right borders of region of acceptance. http://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Definition_of_terms

(Overrides HypothesisTestAcceptanceRegionRight.)

Decision

Decision about null hypothesis.

true	if the null hypothesis is failed to be rejected.
false	if the null hypothesis is rejected.

(Inherited from HypothesisTest.)

DecisionPrinciple

Marks whether decision should be made comparing P-value with Significance level or test statistics with critical value.

(Inherited from HypothesisTest.)

PValue

The probability of obtaining a test statistic at least as extreme as the one that was actually observed, assuming that the null hypothesis is true. http://en.wikipedia.org/wiki/P-value

(Overrides HypothesisTestPValue.)

SignificanceLevel

Significance level. http://en.wikipedia.org/wiki/Statistical_significance

(Inherited from HypothesisTest.)

Statistics

Test statistics. http://en.wikipedia.org/wiki/Test_statistic

(Inherited from HypothesisTest.)

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Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	GetHashCode	Serves as the default hash function. (Inherited from Object.)
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)
	Update(Double)	Updates test statistic using provided sample. (Inherited from OneSampleTest.)
	Update(Vector)	Updates test statistic using provided sample. (Inherited from OneSampleTest.)
	Update(Double, CUDistribution)	Updates test statistic using provided sample and supposition about mean value.
	Update(Vector, CUDistribution)	Updates test statistic using provided sample and supposition about mean value.
	Update(Double, Int32, Int32)	Updates test statistic using provided sample. (Inherited from OneSampleTest.)

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Reference

FinMath.Statistics.HypothesisTesting Namespace