Comparing Two Empirical CDFs
显示 更早的评论
Hi,
I have a problem where I want to compare an empirical CDF generated from simulation to another empirical CDF that comes from sampled data.
The shape of my simulated CDF changes based on a couple different parameters. I want to then optimize on these parameters in order to get the best match between the two empirical CDFs.
I'm a bit stumped on how to go about doing this. Searching around shows that the KS-Test is a good method for comparing empirical CDFs but the Matlab documentation seems to say that it can only be compared to a PD Object.
Any help would be great.
Thanks
回答(1 个)
Tom Lane
2014-12-17
0 个投票
The kstest2 function can work with two samples, using their two empirical CDFs.
类别
在 帮助中心 和 File Exchange 中查找有关 Hypothesis Tests 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!