Cramer-von Mises goodness-of-fit test for simple Null Hypothesis

Version 3.5.0.0 (2.46 KB) by Isabella Osetinsky-Tzidaki
Estimates p-value of acceptance of a simple H0: "CDF with parameters estimated of given sample"
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Updated 14 Aug 2017

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"CramervonMisesPVal_SimpleH0" function estimates p-value of acceptance of a simple Null Hypothesis: "CDF with specific parameters estimated on a sample", via the Monte-Carlo simulations. "CramervonMisesPVal_SimpleH0" function is based on a Cramer-von Mises g.o.f. test that is a good alternative to the ChiSquare g.o.f. test when a sample has a length too short for Chi2gof (say < 50). Cramer-von Mises test puts the same weight on an entire range of X (unlike the Anderson-Darling test putting more weight on tails of a distribution).

Cite As

Isabella Osetinsky-Tzidaki (2024). Cramer-von Mises goodness-of-fit test for simple Null Hypothesis (https://www.mathworks.com/matlabcentral/fileexchange/64124-cramer-von-mises-goodness-of-fit-test-for-simple-null-hypothesis), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2017a
Compatible with any release
Platform Compatibility
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Version Published Release Notes
3.5.0.0