2.13.1.9 kstest


Contents

Brief Information

One sample Kolmogorov-Smirnov test for normality

Command Line Usage

kstest irng:=col(2)

X-Function Execution Options

Please refer to the page for additional option switches when accessing the x-function from script

Variables

Display
Name 		Variable
Name 		I/O
and
Type 		Default
Value 		Description
Input irng

Input

Range

<active>

Specify the input data range

Statistics stat

Output

double

<unassigned>

Specify the mean of the normal distribution. If value is <auto>, Origin will calculate it automatically

Variance df

Output

double

<unassigned>

Specify the variance of the normal distribution. If value is <auto>, Origin will calculate it automatically

Statistics prob

Output

double

<unassigned>

The computed test statistics, D.

Description

This function provides Kolmogorov-Smirnov test to compare the maximum distance between sample cumulative distribution function with the theoretical cumulative distribution function to determine whether the sample comes from a population of the theoretical distribution specified by user. Currently, Origin tests the normality only.

Examples

1. Highlight and right-click a column, select Fill Column With: Normal Random Numbers to fill some data on the column.

2. Type kstest on the command window. The probability of null hypothesis can be seen from kstest.prob.

Algorithm

For a given sample data x_1,x_2,... ,x_n, let S_n(x_{(i)}) and F_0(x_{(i)})) represent the sample cumulative distribution function and the theoretical (null) cumulative distribution function respectively at the point x_{(i)} where x_{(i)} is the ith smallest sample observation, the K-S test provides a test of the null hypotheses H_0: The data are a random sample of observations from the theoretical distribution specified by user. Currently, Origin tests the normality only.

To measure the difference between S_n(x_{(i)} and F_0(x_{(i)}), K-S test compute the maximum absolute difference between the two cumulative distribution functions:

Kstest help English files image002.jpg
Kstest help English files image004.gif

And then D will be used to compute the probability of null hypothesis.

Origin calls a NAG function, nag_1_sample_ks_test (g08cbc), to compute the statistics. Please refer to related NAG document, for more details on the algorithm.

References

William H. Press, etc. 2002. Numerical Recipes in C++. Cambridge University Press.

Related X-Functions

kstest2, swtest, lillietest

Keywords:variance