package com.imsl.test.example.stat; import com.imsl.stat.*; /** *

* Performs a Kolmogorov one-sample test. *

* In this example, a random sample of size \(n=100\) is generated using class * Random for the uniform \((0, 1)\) distribution. We want to test the * null hypothesis that the cdf is the standard normal distribution with a mean * of \(0.5\) and a variance equal to the uniform \((0, 1)\) variance \((1/12)\). * * @see Code * @see Output */ public class KolmogorovOneSampleEx1 { static public void main(String arg[]) { CdfFunction cdf = new CdfFunction() { public double cdf(double x) { double mean = 0.5; double std = 0.2886751; double z = (x - mean) / std; return Cdf.normal(z); } }; double x[] = new double[100]; Random random = new Random(123457); random.setMultiplier(16807); for (int i = 0; i < x.length; i++) { x[i] = random.nextDouble(); } KolmogorovOneSample kos = new KolmogorovOneSample(cdf, x); System.out.println("D = " + kos.getTestStatistic()); System.out.println("D+ = " + kos.getMaximumDifference()); System.out.println("D- = " + kos.getMinimumDifference()); System.out.println("Z = " + kos.getZ()); System.out.println("Prob greater D one sided = " + kos.getOneSidedPValue()); System.out.println("Prob greater D two sided = " + kos.getTwoSidedPValue()); System.out.println("N missing = " + kos.getNumberMissing()); } }