Stixbox Function
Last update : 21/4/2006
kstwo - Kolmogorov-Smirnov statistic from two samples
Calling Sequence
- [d,p] = kstwo(x,y)
Parameters
-
x,y : samples (column vectors)
-
d : Kolmogorov-Smirnov statistic d
-
p : significance level p for the null hypothesis that the data sets x and y are drawn from the same distribution.
Description
Kolmogorov-Smirnov statistic from two samples
Adapted from Press, Teukolsky, Vetterling and Flannery, Numerical
Recipes in Fortran p619.