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13.1 gsmirn

exact Smirnov Two-Sample tests for arbitrary distributions.

Synopsis

#include <suplib/stats.h>

int gsmirn(
  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

gsmirn 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.

See Applied Statistics, Vol. 43, No. 1 (1994), 265-270.

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

Warning

This code returns incorrect values for large nx and ny for nx != ny for various ratios. See gsmirn2 for a slower version which does not suffer from these problems.

Author

Original by Andrei M. Nikiforov C transcription by Diab Jerius


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