How to run KS test with Dagum distribution
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I have generated x numbers with Dagum distribution using inverse cdf method and now I want to run ks test but I constantly get this error:
Error using kstest (line 142)
CDF must define an increasing function of X.
This is my code:
N=20000;
a=5;
p=1;
b=1;
u=rand(1,N);
x=b*(u.^(-1/p)-1).^(-1/a);
cdf=(1+(x/b).^(-a)).^(-p);
X=0:length(x)-1;
h=kstest(x,[X' cdf']);
How should I run ks test with Dagum distribution'
Thank you!
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Answers (1)
Image Analyst
on 19 Jan 2016
I think your x is wrong. How did you come up with that x????
2 Comments
Image Analyst
on 19 Jan 2016
I'd try using
x = linspace(minX, maxX, numberOfElements);
But I don't know that distribution so I don't know what values the equation should typically use.
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