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13.2 gsmirn2

exact Smirnov Two-Sample tests for arbitrary distributions.

Synopsis

#include <suplib/stats.h>

int gsmirn2(
  int nx,
  int ny,
  int kind,
  int *m,
  double dstat,
  double *q
);

Parameters

int nx

The number of observations in the first sample

int ny

The number of observations in the second sample

int kind

The hypothesis tested

int *m

The number of observations falling into each of K categories (with ascending order of category values)

double dstat

The statistic

double *q

output: p-value

Description

gsmirn2 generates the P-value for the generalized two-sample Smirnov tests. It calculates the probability of the null hypothesis (that the two samples are the same) based upon one of three statistics

  1. sup | X - Y |
  2. sup ( X - Y )
  3. sup ( Y - X )

The input parameter kind indicates which of these should be calculated. The input parameters m and dstat are calculated by the stcalc subroutine.

This version uses the method of Timonin and Chernomordik (Theor. Prob.Appl.,1985) to avoid large numbers for P instead of direct scaling adopted by published algorithm AS 288.

One-sided tests are coded separately to use the fast calculation scheme

See also gsmirn.

Returns

0

no error

1

the nx < 1 or ny < 1

2

kind != 1, 2 or 3

3

q is not positive

4

m is inconsistent with nx and ny or has non-positive elements

5

allocation of workspace failed

Author

Original by Andrei M. Nikiforov C transcription by Diab Jerius

Copyright

As there is no copyright or license notice, it is assumed to be freely redistributable with no restrictions.


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