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Kolmogorov-Smirnov statistic

  • To: mathgroup at
  • Subject: [mg8992] Kolmogorov-Smirnov statistic
  • From: Robert McLaughlin <ram at>
  • Date: Tue, 7 Oct 1997 03:35:38 -0400
  • Organization: The University of Western Australia
  • Sender: owner-wri-mathgroup at


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.



Robert McLaughlin   

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!!"

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