ISmKolmogorovSmirnovTest

The test is used to check whether a sample has the specified distribution. For example, we test a hypothesis that the sample has a normal distribution. A small probability value means deviation of the normality hypothesis. For a sample having normal distribution, probability value tends to 1.

This test can also be applied in case of two samples. In this case, the first sample distribution is compared with the second sample distribution, and the decision is made whether the samples have the same distribution or not. In case of two samples, distribution type and parameters need to be defined.

Properties

	Property name	Brief description
	D	The D property estimates the Kolmogorov-Smirnov statistics , or , according to value of the Hypothesis parameter.
	Distribution	The Distribution property determines the distribution of the observed random variable.
	Hypothesis	The Hypothesis property determines an alternative hypothesis.
	MissingData	The MissingData property determines missing data treatment parameters.
	ModelPeriod	The ModelPeriod property determines sample period parameters.
	P	The P property returns the probability related to the obtained value D.
	Parameter1	The Parameter1 property determines the value of the parameter 1.
	Parameter2	The Parameter2 property determines the value of the parameter 2.
	Sample1	The Sample1 property determines the analyzed series.
	Sample2	The Sample2 property determines the second analyzed series.
	SuppliedParameters	The SuppliedParameters property determines whether parameters should be supplied by a user or calculated automatically.
	Z	The Z property returns the standardized value of the test statistics D without the continuity adjustment applied.

Properties inherited from IStatMethod

	Property name	Brief description
	DisplayName	The DisplayName property returns the displayed method name.
	ErrorByStatus	The ErrorByStatus property returns an error message by the error number.
	Errors	The Errors property returns a message with all the errors and warnings.
	Name	The Name property returns the internal method name.
	PerformanceTime	The PerformanceTime property returns method execution time.
	Status	The Status property returns the method execution status.
	SupportsR	The SupportsR property returns whether statistical method can be calculated via R package.
	UseR	The UseR property determines whether statistical method is calculated via the R package.
	WarningByStatus	The WarningByStatus property returns a warning text by its number.
	Warnings	The Warnings property returns the warnings that occurred on method calculation.
	WarningsCount	The WarningsCount property returns the number of warnings that occurred on method calculation.
	WarningsNumbers	The WarningsNumbers property returns numbers of the warnings that occurred on method calculation.

	Method Name	Brief description
	Clone	The Clone method clones a statistical method object.
	Execute	The Execute method executes a statistical method.
	LoadFromXML	The LoadFromXML method loads statistical method settings from XML code.
	SaveToXML	The SaveToXML method unloads statistical method settings to XML code.

ISmKolmogorovSmirnovTest

Description

Inheritance Hierarchy

Comments

Properties

Properties inherited from IStatMethod

Methods inherited from IStatMethod