public class KolmogorovTwoSample extends Object implements Serializable
Class KolmogorovTwoSample
computes Kolmogorov-Smirnov two-sample
test statistics for testing that two continuous cumulative distribution functions (CDF's)
are identical based upon two random samples. One- or two-sided alternatives are
allowed. Exact p-values are computed for the two-sided test when
,
where n is the number of non-missing X observations and
m the number of non-missing Y observation.
Let denote the empirical CDF in the X sample,
let denote the empirical CDF in the Y sample
and let the corresponding population
distribution functions be denoted by
and , respectively.
Then, the hypotheses tested by KolmogorovTwoSample
are as follows:
Exact probabilities for the two-sided test are computed when , according to an algorithm given by Kim and Jennrich (1973). When , the very good approximations given by Kim and Jennrich are used to obtain the two-sided p-values. The one-sided probability is taken as one half the two-sided probability. This is a very good approximation when the p-value is small (say, less than 0.10) and not very good for large p-values.
Constructor and Description |
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KolmogorovTwoSample(double[] x,
double[] y)
Constructs a two sample Kolmogorov-Smirnov goodness-of-fit test.
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Modifier and Type | Method and Description |
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double |
getMaximumDifference()
Returns ,
the maximum difference between the theoretical and empirical CDF's.
|
double |
getMinimumDifference()
Returns ,
the minimum difference between the theoretical and empirical CDF's.
|
int |
getNumberMissingX()
Returns the number of missing values in the
x sample. |
int |
getNumberMissingY()
Returns the number of missing values in the
y sample. |
double |
getOneSidedPValue()
Probability of the statistic exceeding D under
the null hypothesis of equality and against the
one-sided alternative.
|
double |
getTestStatistic()
Returns .
|
double |
getTwoSidedPValue()
Probability of the statistic exceeding D under
the null hypothesis of equality and against the
two-sided alternative.
|
double |
getZ()
Returns the normalized D statistic without the continuity correction applied.
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public KolmogorovTwoSample(double[] x, double[] y)
x
- is an array containing the observations from the first sample.y
- is an array containing the observations from the second sample.public double getMaximumDifference()
public double getMinimumDifference()
public int getNumberMissingX()
x
sample.x
.public int getNumberMissingY()
y
sample.y
.public double getOneSidedPValue()
public double getTestStatistic()
public double getTwoSidedPValue()
getOneSidedPValue
,
(or 1.0 if .
This approximation is nearly exact when
.public double getZ()
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Built May 19 2016.