Kstest

Purpose

Kolmogorov-Smirnov test that a sample has a specified distribution.

Synopsis

vals = kstest(x,distname)

INPUTS:

• x = matrix (column vector) in which the sample data is stored.
• distname = string, optional distribution name to assume as the parent distribution for the sample. Default value is 'normal'.

OUTPUTS: The return value is a structure with fields (larger values indicate rejecting the named distribution as a candidate parent distribution for the sample). The ks is the value of the Kolmogorov-Smirnov statistic and is times the maximum difference of the distributions. The maximum difference in the distributions is returned as Dn.

• Ks = value of the adjusted test statistic.
• Dn = unadjusted test statistic.
• parameters = maximum likelihood estimates.

Examples

kstest(x) kstest(x,'exp')

See Also

CHITEST, DISTFIT