D: Double;
The D property estimates Kolmogorov-Smirnov statistics , or , according to value of the Hypothesis parameter.
TO get the probability connected with the obtained value of D, use the ISmKolmogorovSmirnovTest.P property.
To execute the example, add a link to the Stat system assembly.
Sub UserProc;
Var
met: SmKolmogorovSmirnovTest;
can: Array[16] Of Double;
status: Integer;
Begin
met := New SmKolmogorovSmirnovTest.Create;
// considered series
can[00] := 6209;
can[01] := 6385;
can[02] := 6752;
can[03] := 6837;
can[04] := Double.Nan;
can[05] := 6907;
can[06] := 7349;
can[07] := 7213;
can[08] := Double.Nan;
can[09] := 7180;
can[10] := 7132;
can[11] := 7137;
can[12] := 7473;
can[13] := 7722;
can[14] := 8088;
can[15] := 8516;
// Set method parameters
met.Sample1.Value := can;
met.MissingData.Method := MissingDataMethod.LinTrend;
met.ModelPeriod.FirstPoint := 2;
met.ModelPeriod.LastPoint := 10;
met.Distribution := KStestDistributionType.Gamma;
met.Hypothesis := KStestHypothesisType.NotEqual;
met.SuppliedParameters := True;
met.Parameter1 := 3;
met.Parameter2 := 0.2;
// Calculate method and output results
status := met.Execute;
If status = 0 Then
Debug.WriteLine("Deviation (D): " + met.D.ToString);
Debug.WriteLine("Standardized statistic (Z): " + met.Z.ToString);
Debug.WriteLine("Probability (P): " + met.P.ToString);
Else
Debug.WriteLine(met.Errors);
End If;
End Sub UserProc;
Check the hypothesis that the sample has gamma distribution. Alternative hypothesis H1 assumes that the data cannot be a random sample of gamma distribution. After executing the example the console window displays test values:
Deviation (D): 1
Standardized statistic (Z): 3
Probability (P): 0
See also: