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MathGroup Archive 2004

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Re: KS Analysis In Mathematica

  • To: mathgroup at smc.vnet.net
  • Subject: [mg49309] Re: KS Analysis In Mathematica
  • From: "Doug" <umdougmm at hotmail.com>
  • Date: Tue, 13 Jul 2004 04:32:42 -0400 (EDT)
  • Organization: The University of Manitoba
  • References: <cctadj$c0u$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

The links to the stats packages don't work....and neither does the contact
info to these people
???

Doug
"Christos Argyropoulos MD" <chrisarg at medscape.com> wrote in message
news:cctadj$c0u$1 at smc.vnet.net...
> Hi,
> Try the following url
> http://www.verbeia.com/mathematica/mathecon/othercode.html
> if you are after for a "Normality" test and other goodies.
> Alternatively try the following Mathematica Code:
> -------------------------------------------------------------
> Needs["Statistics`DescriptiveStatistics`"];
> Needs["Statistics`DataManipulation`"];
> Needs["Statistics`ContinuousDistributions`"];
> Needs["Statistics`DescriptiveStatistics`"];
> Needs["Statistics`ConfidenceIntervals`"];
> Needs["Statistics`MultiDescriptiveStatistics`"];
> Q[s_] := Module[{r}, Sum[(r - s)^r*(x^r)/r!, {r, 0, Floor[s]}]]
> F[s_, m_] := Normal[Series[Simplify[(Q[s]^2)/Q[2*s]], {x, 0, m}]]
> Kolmogorov[d_, m_] := Min[N[Abs[Coefficient[F[m*d, m], x, m]*m!/
> (m^m)]], 1]
> Lillefors[y_List] := Module[{stand, quant,
>        kolm}, stand = Standardize[y]; quant = Transpose[QuantileForm
> [stand]];
>     kolm = N[Max[Abs[quant[[1]] -
>  Map[CDF[NormalDistribution[0, 1], #] &, quant[[2]]]]]]]
> -------------------------------------------------------------
> Kolmogorov[d,m] gives the Probability of the Kolmogorov Smirnov Test
> when the test statistic value is d and the sample tested is of size m.
> If you want to test whether a list of observations has come from a
> Normal Distribution with unknow mean and variance, use the function
> Lillefors[obs] which calculates the P-value based on the Lillefors
> modification of the KS statistic.
> Cheers
> Christos Argyropoulos
>
>
>
>
> Sent by Medscape Mail: Free Portable E-mail for Professionals on the Move
> http://www.medscape.com
>



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