IMSL C# Numerical Library

KolmogorovTwoSample Members

KolmogorovTwoSample overview

Public Instance Constructors

KolmogorovTwoSample Constructor Constructs a two sample Kolmogorov-Smirnov goodness-of-fit test.

Public Instance Properties

MaximumDifference D^{+}, the maximum difference between the theoretical and empirical CDF's.
MinimumDifference D^{-}, the minimum difference between the theoretical and empirical CDF's.
NumberMissingX Returns the number of missing values in the x sample.
NumberMissingY The number of missing values in the y sample.
OneSidedPValue Probability of the statistic exceeding D under the null hypothesis of equality and against the one-sided alternative. An exact probability is computed if the number of observation is less than or equal to 80, otherwise an approximate probability is computed.
TestStatistic The test statistic, D = \max(D^{+}, D^{-}).
TwoSidedPValue Probability of the statistic exceeding D under the null hypothesis of equality and against the two-sided alternative. This probability is twice the probability, p_1, reported by OneSidedPValue, (or 1.0 if p_1 \ge 1/2). This approximation is nearly exact when p_1 \lt 0.1.
Z The normalized D statistic without the continuity correction applied.

Public Instance Methods

Equals (inherited from Object) Determines whether the specified Object is equal to the current Object.
GetHashCode (inherited from Object) Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetType (inherited from Object) Gets the Type of the current instance.
ToString (inherited from Object) Returns a String that represents the current Object.

Protected Instance Methods

Finalize (inherited from Object) Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object) Creates a shallow copy of the current Object.

See Also

KolmogorovTwoSample Class | Imsl.Stat Namespace | Example