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TwoSampleKSTest Class

Class TwoSampleKSTest performs a two-sample Kolmogorov-Smirnov test to compare the distributions of values in two data sets.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreTwoSampleKSTest

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4
Syntax
[SerializableAttribute]
public class TwoSampleKSTest : ICloneable

The TwoSampleKSTest type exposes the following members.

Constructors
  NameDescription
Public methodTwoSampleKSTest
Default constructor. Constructs an empty TwoSampleKSTest instance.
Public methodTwoSampleKSTest(Double, Double)
Constructs a TwoSampleKSTest from the given samples.
Public methodTwoSampleKSTest(Int32, Int32)
Constructs a TwoSampleKSTest from the given samples.
Public methodTwoSampleKSTest(DoubleVector, DoubleVector)
Constructs a TwoSampleKSTest from the given samples.
Public methodTwoSampleKSTest(IDFColumn, IDFColumn)
Constructs a TwoSampleKSTest from the given samples.
Public methodTwoSampleKSTest(Double, Double, Double)
Constructs a TwoSampleKSTest from the given samples and specified alpha level.
Public methodTwoSampleKSTest(Int32, Int32, Double)
Constructs a TwoSampleKSTest from the given samples and specified alpha level.
Public methodTwoSampleKSTest(DoubleVector, DoubleVector, Double)
Constructs a TwoSampleKSTest from the given samples and specified alpha level.
Public methodTwoSampleKSTest(IDFColumn, IDFColumn, Double)
Constructs a TwoSampleKSTest from the given samples and specified alpha level.
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Properties
  NameDescription
Public propertyAlpha
Gets and sets the alpha level associated with this hypothesis test.
Public propertyCriticalValue
Gets the critical value based on the current alpha level associated with this hypothesis test.
Public propertyStatic memberDefaultAlpha
Gets and sets the default alpha level associated with TwoSampleKSTests.
Public propertyN1
Gets the size of the first sample.
Public propertyN2
Gets the size of the second sample.
Public propertyP
Gets the p-value associated with the test statistic.
Public propertyReject
Tests whether the null hypothesis can be rejected, using the current alpha level.
Public propertyStatistic
Gets the value of the test statistic associated with this hypothesis test.
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Methods
Remarks
For each potential value x, the Kolmogorov-Smirnov test compares the proportion of values in the first sample less than x with the proportion of values in the second sample less than x. The null hypothesis is that the two samples have the same continuous distribution. The alternative hypothesis is that they have different continuous distributions.
See Also