非参数检验及matlab实现.docxVIP

非参数检验及matlab实现Kolmogorov-Smirnov test：检验两个样本是否有相同分布KstestTest statistics：[h,p,ksstat,cv] = kstest(x,CDF,alpha,type)x：被测试的数据样本，以列向量输入（continuous distribution defined by cumulative distribution function）CDF：被检验的样本cumulative distribution function，缺省值为N(0,1)Alpha：显著性水平，缺省时为0.05Type：字符输入。unequal（缺省值）检验两者分布是否相同 larger 检验x的CDF大于给定的CDF smaller 检验x的CDF小于给定的CDFh h=0不拒绝原假设，即两个分布相同 h=1拒绝原假设，即两个分布不同p：拒绝原假设的最小显著性水平ksstat：假设为真时，满足student分布cv：critical value/cutoff value，determining if ksstat is significant.Kstest2：[h,p,ks2stat] = kstest2(x1,x2,alpha,type)详见ketestLilliefors test：检验两个样本是否有相同分布Test statistics：2-sided goodness-of-fit testlillietest[h,p,kstat,critval] = lillietest (x,alpha,distr,mctol)各参数参见kstest，特别的，mctol为使用蒙特卡洛方法计算p值Jarque-Bera test检验样本是否来自均值和方差未知的正态分布two-sided goodness-of-fit test假设：x为正态分布test statistic：， where n is the sample size, s is the sample skewness, and k is the sample kurtosis.jbtest[h,p,jbstat,critval] = jbtest(x,alpha,mctol)各个参数意义详见lillietest。Wilcoxon-Mann-Whitney Ranks Test检验两个样本是否来自于同一分布。以下functionf=Wilcoxon_Rank_Test(x,y,alpha)直接是秩和检验方法，另有function f=Pre_Wilcoxon(x,y,alpha)是改进的秩和检验方法。区别在于样本的处理方式。function f=Wilcoxon_Rank_Test(x,y,alpha);%x,y are vectors %x,y can be at different lengthZ=[x;y];%z1 for ranking from small to large%z2 for place[z1,z2]=sort(Z,ascend); for i=1:size(x,1)for j=i:size(z1,1)if z1(j)==x(i)X(i,1)=j;endendend%X is the rank of x in vectorm=size(x,1);n=size(y,1);Ex=m*(m+n+1)/2;Varx=m*n*(m+n+1)/12;c=sqrt(Varx)*norminv(1-alpha/2);beta=sum(X,1);if abs(beta-Ex)cdisp(Reject Null Hypothesis); f=1;elsedisp(Fail to Reject Null Hypothesis); f=0;endfunction f=Pre_Wilcoxon(x,y,alpha);%to find whether division is neededmemo=zeros(size(x,1),size(y,1));for i=1:size(x,1)for j=1:size(y,1)if x(i,1)==y(j,1)memo(i,j)=1;endendend%memo contains the information of division;%memo is a symmetric matrix;if memo==zeros(size(memo))disp(No need for division);disp(Go on Rank Test straightly);disp({Reault as Following,sign