OneSampleKolmogorovSmirnovTest Class

public sealed class OneSampleKolmogorovSmirnovTest : OneSampleTest

Public NotInheritable Class OneSampleKolmogorovSmirnovTest
	Inherits OneSampleTest

public ref class OneSampleKolmogorovSmirnovTest sealed : public OneSampleTest

[<SealedAttribute>]
type OneSampleKolmogorovSmirnovTest = 
    class
        inherit OneSampleTest
    end

Inheritance

Object  →  HypothesisTest  →  OneSampleTest<Double>  →  OneSampleTest  →  OneSampleKolmogorovSmirnovTest

Use the OneSampleKolmogorovSmirnovTest class to test whether a sample comes from a specific distribution. The distribution must be specified independently from the sample. None of the parameters of the distribution can be estimated from the sample, or the test will not be accurate.

The distribution can be specified in two forms. It can be specified as a ContinuousDistribution object. Alternatively, a function of one variable delegate can be specified that evaluates the Cumulative Distribution Function of the distribution.

A Kolmogorov-Smirnov test is only valid for continuous distributions. Furthermore, the distribution itself has to be fully specified. None of its parameters should be estimated from the sample.

The AndersonDarlingTest and the ChiSquareGoodnessOfFitTest are alternatives to the Kolmogorov-Smirnov test. To test whether two samples come from the same unknown distribution, use the TwoSampleKolmogorovSmirnovTest class.

Reference