UnivariateKolmogorovSmirnovTest Method (IReadOnlyListDouble, IReadOnlyListDouble)

Tests whether the sample is compatible with another sample.

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4

Syntax

public static TestResult KolmogorovSmirnovTest(
	IReadOnlyList<double> a,
	IReadOnlyList<double> b
)

Public Shared Function KolmogorovSmirnovTest ( 
	a As IReadOnlyList(Of Double),
	b As IReadOnlyList(Of Double)
) As TestResult

public:
static TestResult^ KolmogorovSmirnovTest(
	IReadOnlyList<double>^ a, 
	IReadOnlyList<double>^ b
)

static member KolmogorovSmirnovTest : 
        a : IReadOnlyList<float> * 
        b : IReadOnlyList<float> -> TestResult

Parameters

a: Type: System.Collections.GenericIReadOnlyListDouble
The first sample.
b: Type: System.Collections.GenericIReadOnlyListDouble
The second sample.

Return Value

Type: TestResult
The test result. The test statistic is the D statistic and the likelihood is the right probability to obtain a value of D as large or larger than the one obtained.

Exceptions

Exception	Condition
ArgumentNullException	a or b is .
InsufficientDataException	One or both of the samples is empty.

Remarks

The two-sample Kolmogorov-Smirnov test is a variation of the single-sample test (KolmogorovSmirnovTest(IReadOnlyListDouble, ContinuousDistribution)) that tests whether two independent samples are drawn from the same underlying distribution. The null hypothesis of the test is that both samples are drawn from the same population.

Reference

Univariate Class

KolmogorovSmirnovTest Overload

Meta.Numerics.Statistics Namespace

Other Resources

http://en.wikipedia.org/wiki/Kolmogorov-Smirnov_test