parametric bootstrap for kolmogorov smirnov test
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Pg
el 7 de Sept. de 2011
Comentada: the cyclist
el 13 de Mayo de 2016
Hi,
I want to perform KS test for my sample data and test it using parametric bootstrap of KS test and to get a p-value. In my case the empirical distribution is using Weibull's plotting position formula fitted to the data, which i have already written using sorted data points. But in MATLAB it uses its own empirical cdf function. and I want to write my own function, kindly let me know how i can proceed.
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the cyclist
el 7 de Sept. de 2011
It sounds to me like you can use the syntax
>> h = kstest(x,cdf)
where "cdf" is a two-column matrix. The first column of cdf is a list of possible x values, and the second column is the value of your theoretical cdf at those values of x.
Read more at
>> doc kstest
Does that help?
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the cyclist
el 8 de Sept. de 2011
When kstest() is called with only one input argument, it will assume that you want to test against a normal distribution. But with the syntax I suggest, you will enter your own array that defines the CDF to be whatever you want. You might want to make a more careful read of the documentation: http://www.mathworks.com/help/toolbox/stats/kstest.html.
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Francesco Falcone
el 13 de Mayo de 2016
Do you know if the kstest automatically performs a parameteric bootstrap? I thought it needed to be expanded in that case. Having the same problem so that's why I'm asking.
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the cyclist
el 13 de Mayo de 2016
I don't fully understand this question. I suggest you submit a brand-new question (with a bit more description), rather than appending it as an "answer" to a 5-year-old question. (It was random chance that I ran across this.)
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