Kolmogorov-Smirnov statistic

*To*: mathgroup at smc.vnet.net*Subject*: [mg8992] Kolmogorov-Smirnov statistic*From*: Robert McLaughlin <ram at rama.ee.uwa.edu.au>*Date*: Tue, 7 Oct 1997 03:35:38 -0400*Organization*: The University of Western Australia*Sender*: owner-wri-mathgroup at wolfram.com

Hi! I have a list of data points and I wish to use the Kolmogorov-Smirnov statistic to decide whether they look gaussian. Has anyone done this in Mathematica? What it is: The Kolmogorov-Smirnov statistic compares the cumulative distribution function of your data with the cumulative distibution function of a gaussian and finds the biggest difference between the two functions. It then tells you how probable it is to get a difference that big or bigger, assuming that the data is gaussian. We can also use this to test for distributions other than the gaussian. Typically you look up a table in the back of a statistics book to get the probability, but I need Mathematica to calculate it for me. thanks Robert. -- ************************************************************** Robert McLaughlin http://ciips.ee.uwa.edu.au/~ram/ C.I.I.P.S. ph 61-9- 380 1769 Dept E. E. Engineering fax. 61-9- 380 1168 The University of Western Australia Stirling Hwy Nedlands W.A. 6907 "Don't tell me I'm burning the candle at both ends -- tell me where to get more wax!!"