% -*- texinfo -*- % @deftypefn {Function File} {[@var{pval}, @var{ks}] =} kolmogorov_smirnov_test (@var{x}, @var{dist}, @var{params}, @var{alt}) % Perform a Kolmogorov-Smirnov test of the null hypothesis that the % sample @var{x} comes from the (continuous) distribution dist. I.e., % if F and G are the CDFs corresponding to the sample and dist, % respectively, then the null is that F == G. % % The optional argument @var{params} contains a list of parameters of % @var{dist}. For example, to test whether a sample @var{x} comes from % a uniform distribution on [2,4], use % % @example % kolmogorov_smirnov_test(x, 'uniform', 2, 4) % @end example % % @noindent % @var{dist} can be any string for which a function @var{dist_cdf} % that calculates the CDF of distribution @var{dist} exists. % % With the optional argument string @var{alt}, the alternative of % interest can be selected. If @var{alt} is @code{'~='} or % @code{'<>'}, the null is tested against the two-sided alternative F % ~= G. In this case, the test statistic @var{ks} follows a two-sided % Kolmogorov-Smirnov distribution. If @var{alt} is @code{'>'}, the % one-sided alternative F > G is considered. Similarly for @code{'<'}, % the one-sided alternative F > G is considered. In this case, the % test statistic @var{ks} has a one-sided Kolmogorov-Smirnov % distribution. The default is the two-sided case. % % The p-value of the test is returned in @var{pval}. % % If no output argument is given, the p-value is displayed. % @end deftypefn

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