goodness-of-fit tests chi-square gof test kolmogorov-smirnov gof test

Download Goodness-of-fit Tests Chi-Square GOF test Kolmogorov-Smirnov GOF test

Post on 02-Feb-2016




1 download

Embed Size (px)


Goodness-of-fit Tests Chi-Square GOF test Kolmogorov-Smirnov GOF test. Professor Ke-Sheng Cheng Department of Bioenvironmental Systems Engineering National Taiwan University. Chi-square GOF test Concept. Chi-square GOF test. Kolmogorov-Smirnov GOF test Concept. Kolmogorov-Smirnov GOF test. - PowerPoint PPT Presentation


  • Goodness-of-fit Tests

    Chi-Square GOF testKolmogorov-Smirnov GOF testProfessor Ke-Sheng ChengDepartment of Bioenvironmental Systems EngineeringNational Taiwan University

  • Chi-square GOF test Concept

  • Chi-square GOF test

  • Kolmogorov-Smirnov GOF testConcept

  • Kolmogorov-Smirnov GOF test The chi-square test compares the empirical histogram against the theoretical histogram. In contrast, the K-S test compares the empirical cumulative distribution function (ECDF) against the theoretical CDF.

  • In order to measure the difference between Fn(X) and F(X), ECDF statistics based on the vertical distances between Fn(X) and F(X) have been proposed.

  • Values of for the Kolmogorov-Smirnov test


View more >