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Distfun >> Distfun > Kolmogorov-Smirnov > distfun_ksstat

distfun_ksstat

Kolmogorov-Smirnov mean and variance

Calling Sequence

M = distfun_ksstat(N)
[M,V] = distfun_ksstat(N)

Parameters

N :

a matrix of doubles , the number of observations. N belongs to the set {1,2,3,4,.......,2147483647}

M :

a matrix of doubles, the mean

V :

a matrix of doubles, the variance

Description

Computes statistics from the Kolmogorov-Smirnov distribution.

Any scalar input argument is expanded to a matrix of doubles of the same size as the other input arguments.

Only the asymptotic mean and variance is implemented in this function, i.e. the mean and variance computed by this function is more and more accurate when n increases.

The asymptotic mean and variance of the Kolmogorov-Smirnov distribution is

Examples

[M,V] = distfun_ksstat(5)
Me = 0.3885084
Ve = 0.0135546

Bibliography

http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test

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