Tests whether the sample is compatible with the given distribution.
Namespace:
Meta.Numerics.Statistics
Assembly:
Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
Syntax public TestResult KuiperTest(
ContinuousDistribution distribution
)
Public Function KuiperTest (
distribution As ContinuousDistribution
) As TestResult
public:
TestResult^ KuiperTest(
ContinuousDistribution^ distribution
)
member KuiperTest :
distribution : ContinuousDistribution -> TestResult
Parameters
- distribution
- Type: Meta.Numerics.Statistics.DistributionsContinuousDistribution
The test distribution.
Return Value
Type:
TestResultThe 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.
Exceptions 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.
See Also