Kolmogorov-Smirnov (KS) Test

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nana
nana on 20 Sep 2024
Edited: Torsten on 20 Sep 2024
How to find k-s test for non- normal distribution like uniform, beta,expon,Gamma, and log normal distributions.

Answers (1)

Torsten
Torsten on 20 Sep 2024
Edited: Torsten on 20 Sep 2024
From the documentation:
h = kstest(x,Name,Value) returns a test decision for the one-sample Kolmogorov-Smirnov test with additional options specified by one or more name-value pair arguments. For example, you can test for a distribution other than standard normal, change the significance level, or conduct a one-sided test.
testcdf = makedist('Normal');
x = normrnd(100,1);
%Test whether x stems from a normal distribution (result should be "true")
h = kstest(x,'CDF',testcdf)
h = logical
1
testcdf = makedist('tlocationscale','mu',75,'sigma',10,'nu',1);
%Test whether x stems from a T Location-Scale distribution (result should be "false")
h = kstest(x,'CDF',testcdf)
h = logical
0

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