File:KuiperTestVisualization 2Sample.png

Uploaded by Lucas(CA)
Upload date 2016-09-21T22:34:56Z
MIME type image/png
Dimensions 560 × 420 px
File size 23.1 KB

Summary

Description
English: Visualization of Kuiper Test Statistic with two sample traces. Modified source code from user Bscan's work on 2 sampled KS-test. Matlab code shown below
Date
Source Own work
Author Lucas(CA)
PNG development
InfoField
 This diagram was created with MATLAB.
%Matlab code for two-sample Kuiper-Test visualization
%Generate random samples on [0,2pi)
% modified from user Bscan's work on 2 sampled KS-test
num_samps =100; 
mean1 = pi; std1 = pi/2;
mean2 = pi/4; std2 = pi/2;
randn
dat1 = mod(mean1 + std1*randn(num_samps,1),2*pi);
dat2 = mod(mean2 + std2*randn(num_samps,1), 2*pi);

%Get emprical cdfs
[f1,x1] = ecdf(dat1);
[f2,x2] = ecdf(dat2);

for k1 = 1:length(x1);
    [~,k2] = min(abs(x2 - x1(k1))); % closest x2 value to x1
    cdf_diff(k1) = f1(k1) - f2(k2);
end
[D_plus,ind_plus] = max(cdf_diff);
[D_minus,ind_minus] = max(-cdf_diff);
V = D_plus + D_minus;

%Plot the two ecdfs
figure; hold on;
stairs(x1,f1,'b-','LineWidth',2);
stairs(x2,f2,'r-','LineWidth',2);
set(gca,'FontSize',16) %Increase font size
plot([x1(ind_plus) x1(ind_plus)], [f1(ind_plus), f1(ind_plus)-cdf_diff(ind_plus)],'k')
plot([x1(ind_minus) x1(ind_minus)], [f1(ind_minus), f1(ind_minus)-cdf_diff(ind_minus)],'k')
grid on; box on; %Add grid to figure
xlim([0 2*pi]); ylim([0 1])
xlabel('X (Radians)')
ylabel('Cumulative Probability')
text(x1(ind_plus)+0.05,f1(ind_plus)-0.4*cdf_diff(ind_plus),'D_+','FontSize',18);
text(x1(ind_minus)+0.1,f1(ind_minus)-0.4*cdf_diff(ind_minus),'D_-','FontSize',18);
annotation('textbox', [0.15 0.75 0.2 0.1], 'String', 'V = D_++ D_-','FontSize',18, 'FitBoxToText','on','FaceAlpha',1)

Licensing

I, the copyright holder of this work, hereby publish it under the following license:
w:en:Creative Commons
attribution share alike
This file is licensed under the Creative Commons Attribution-Share Alike 4.0 International license.
You are free:
  • to share – to copy, distribute and transmit the work
  • to remix – to adapt the work
Under the following conditions:
  • attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
  • share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.

Captions

Add a one-line explanation of what this file represents

Items portrayed in this file

depicts

21 September 2016

23,648 byte

420 pixel

560 pixel

image/png

c8f1deed103ff34b02e96a0c569c4435f3003165

Category:CC-BY-SA-4.0 Category:PNG created with MATLAB Category:Self-published work Category:Statistics