Esempio n. 1
0
        public static double TestStatic(IDistribution <double, double> distribution, IList <double> sample)
        {
            double ks_statistic = 0.0;

            for (int index = 0; index < sample.Count; index++)
            {
                double distance = Math.Abs(distribution.ComputeCulmativeDensity(sample[index]) - ((index + 1.0) / sample.Count));
                ks_statistic = Math.Max(ks_statistic, distance);
            }
            return(new DistributionKolmogorovSmirnov(sample.Count).ComputeCDF(ks_statistic));
        }