Chi squared test to test if data is from same distribution
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Hello,
I have recorded some discrete data with an unspecified distribution.
I have generated some discrete data from a model.
I looking to check to see if the generated data has the same distribution as the real data.
If the data was continious, I would use a Q-Q plot and a striaght line would indicate that it is true.
As the data is discrete, I need another test.
I was thinking a chi-squared test would be suitbale?
Would Matlab have such a function? I would be grateful if somebody could perhaps demonstrate an example?
kind regards
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採用された回答
José-Luis
2013 年 2 月 8 日
You could use a two-sample Kolmogorov-Smirnov test. This tests the hypothesis that the two samples come from the same distribution.
doc kstest2
3 件のコメント
José-Luis
2013 年 2 月 8 日
I am not sure I follow. It sounds like the KS test is what you are looking for. The documentation says that the sample comes from continous distributions. It says nothing about the sample themselves, which is what you are comparing. Or maybe I am missing something.
その他の回答 (1 件)
Sean de Wolski
2013 年 2 月 8 日
How abot anything here:
Or some of the anova tests:
doc anova1
doc anova2
doc anovan
4 件のコメント
José-Luis
2013 年 2 月 8 日
The KS test if for discrete data. What you assume is that the distribution they come from is continuous. That's a different thing.
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