Kolmogorov-Smirnov test for inverse Gaussian distribution
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Hello ... I has data and I want to use a goodness-of-fit test (Kolmogorov-Smirnov) to indicate whether the data follow the inverse Gaussian distribution or not ... can you help me, how do I run this test ??
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Jakob B. Nielsen
on 9 Jan 2020
The Kolmogorov-Smirnov test checks if your data is from a standard normal distribution, not an inverse gaussian. Of course, it is always good to check, first, if your data is from a standard normal distribution, before looking for alternative distributions :)
Simply [h,p]=kstest(data) will give you that info.
In case the null hypothesis is rejected, there is a code on the file exchange for testing for the inverse gaussian distribution, that you might check out. https://se.mathworks.com/matlabcentral/fileexchange/24036-anderson-darling-goodness-of-fit-test-to-inverse-gaussian-distbtn?focused=5114587&tab=function
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Adam Danz
on 9 Jan 2020
Edited: Adam Danz
on 10 Jan 2020
Note that there is a modified Kolmogorov-Smirnov test for the inverse gaussian. Whether there exists Matlab code that implements this, I do not know.
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