Here is an example with fake data and yet another way to create the cdf. To test x against the normal, lognormal, extreme value, weibull, or exponential distribution without. How to kolmogorovsmirnov goodnessoffit for the weibull. The distributionspecific functions can accept parameters of multiple weibull distributions. Much reliability modeling is based on the assumption that the data follow a weibull. Matlab was originally written to provide easy access to matrix software. Andersondarling test for assessing weibull distribution of a sample. Ive written a small matlab function that i think could be useful for others. Twosample kolmogorovsmirnov test matlab kstest2 mathworks. Education software downloads weibull analysis by engineered software, inc. The ks test is distribution free in the sense that the critical values do not depend on. The returned value of h 1 indicates that kstest rejects the null hypothesis at the default 5% significance level. According to the value of k, obtained by available data, we have a particular kind of function.
Weibull, extreme value type i, generalized pareto, and logistic distributions. Onesample kolmogorovsmirnov test matlab kstest mathworks. Generate sample data from two different weibull distributions. One of the problems with the ks test is that, out of the box, it is often overly. Perform the lilliefors test to assess whether each data set is from a weibull distribution.
1367 2 911 1236 527 174 860 1074 215 1151 943 1434 319 246 1321 31 139 1476 65 103 80 1112 68 151 1301 1426 464 198 139