File:KS Example.png

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Description
English: Graph depicting an example of the Kolmogorov-Smirnov test. Matlab code shown below.
Date
Source Own work
Author Bscan
%Matlab code for Kolmogov-Smirnov visualization
%Generate random samples
NumSamps =30; mean = 0.5; sd = 1.1;
samples = mean + sd*randn(NumSamps,1);

%Get emprical cdf
[f,x2] = ecdf(samples);

%Get real cdf
x_cdf = [-5:0.01:5];
y_cdf = normcdf(x_cdf);

figure; hold on;
stairs(x2,f,'b-','LineWidth',2);
plot(x_cdf,y_cdf,'-r','LineWidth',2);
set(gca,'FontSize',12)
grid on; box on;
xlim([-4 4])

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21 March 2013

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current11:42, 21 March 2013580 × 478 (11 KB)BscanUser created page with UploadWizard

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