File:KS2 Example.png

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Description
English: An example of the two-sample Kolmogorov-Smirnov test. Matlab code provided below.
Date
Source Own work
Author Bscan
%Matlab code for two-sample Kolmogorov-Smirnov visualization
%Generate random samples
NumSamps =50; 
mean1 = 0.5; sd1 = 1;
mean2 = 0.0; sd2 = 1.1;
samples1 = mean1 + sd1*randn(NumSamps,1);
samples2 = mean2 + sd2*randn(NumSamps,1);

%Get emprical cdfs
[f1,x1] = ecdf(samples1);
[f2,x2] = ecdf(samples2);

%Plot the two ecdfs
figure; hold on;
stairs(x1,f1,'b-','LineWidth',2);
stairs(x2,f2,'r-','LineWidth',2);
set(gca,'FontSize',12) %Increase font size
grid on; box on; %Add grid to figure
xlim([-4 4])

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21 March 2013

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