Can I use the kstest function to check if the data have a CDF defined by myself?

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Isuru Udayangani
Isuru Udayangani 2016-1-7
回答： Brendan Hamm 2016-1-7
Hi!
I have a vector of random variables. I want to check whether they are generated from a power law distribution. I have my own function to calculate their CDF's. Can I still use this CDF matrix for the kstest function in matlab? (power law distribution is not included in the list of CDF distributions available for the function)
Thanks.

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Brendan Hamm
Brendan Hamm 2016-1-7
Yes, if you have a function that calculates the CDF of the distribution you can calculate the CDF at your sample values and pass this into the kstest function.
For a column vector of sample values x and CDF function F(x), create a matrix such that:
myCDF = [x F(x)];
and call:
kstest(x,'CDF',myCDF);

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