KolmogorovSmirnovTwoSampleTest Class |
Two sample Kolmogorov-Smirnov test of the null hypothesis that data in the samples are random samples
from equal distributions, against the alternative that the distributions are different.
http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test#Two-sample_Kolmogorov.E2.80.93Smirnov_test
Default supposed distribution is standard normal distribution.
| Tail | Alternative hypothesis |
|---|---|
| Tail.Both | CDF of the first distribution is supposed to be non-equal to CDF of the second distribution. |
| Tail.Left | CDF of the first distribution is supposed to be less than CDF of the second distribution. |
| Tail.Right | CDF of the first distribution is supposed to be greater than CDF of the second distribution. |
Inheritance HierarchySystemObject
FinMath.Statistics.HypothesisTestingHypothesisTest
FinMath.Statistics.HypothesisTestingTwoSampleTest
FinMath.Statistics.HypothesisTestingKolmogorovSmirnovTwoSampleTest
FinMath.Statistics.HypothesisTestingHypothesisTest
FinMath.Statistics.HypothesisTestingTwoSampleTest
FinMath.Statistics.HypothesisTestingKolmogorovSmirnovTwoSampleTest
Namespace: FinMath.Statistics.HypothesisTesting
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class KolmogorovSmirnovTwoSampleTest : TwoSampleTest
The KolmogorovSmirnovTwoSampleTest type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | KolmogorovSmirnovTwoSampleTest | Creates KolmogorovSmirnovTwoSampleTest instance with default significance level for two-sided test. |
| KolmogorovSmirnovTwoSampleTest(Double) | Creates KolmogorovSmirnovTwoSampleTest instance for two-sided test. |
| KolmogorovSmirnovTwoSampleTest(Tail) | Creates KolmogorovSmirnovTwoSampleTest instance with default significance level. |
| KolmogorovSmirnovTwoSampleTest(Double, Tail) | Creates KolmogorovSmirnovTwoSampleTest instance. |
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.
(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.) |
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, Double) | Updates test statistic using provided sample. (Inherited from TwoSampleTest.) |
| Update(Vector, Vector) | Updates test statistic using provided sample. (Inherited from TwoSampleTest.) |
| Update(Double, Int32, Int32, Double, Int32, Int32) | Updates test statistic using provided samples. (Overrides TwoSampleTestUpdate(Double, Int32, Int32, Double, Int32, Int32).) |
See Also