SampleKuiperTest Method

Tests whether the sample is compatible with the given distribution.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public TestResult KuiperTest(
	ContinuousDistribution distribution
)

Parameters

distribution  ContinuousDistribution
The test distribution.

Return Value

TestResult
The test result. The test statistic is the V statistic and the chance to obtain such a large value of V under the assumption that the sample is drawn from the given distribution.

Remarks

Like the Kolmogorov-Smirnov test ((KolmogorovSmirnovTest(ContinuousDistribution), Kuiper's test compares the EDF of the sample to the CDF of the given distribution.

For small sample sizes, we compute the null distribution of V exactly. For large sample sizes, we use an accurate asymptotic approximation. Therefore it is safe to use this method for all sample sizes.

Exceptions

ArgumentNullExceptiondistribution is .
InsufficientDataExceptionThere is no data in the sample.

See Also