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- PROGRAM FILE 134: KOMOLGOROV-SMIRNOV UNIFORMITY TEST FOR
- RND FUNCTION.
- ANSI STANDARD 8.4
-
- SECTION 134.1: KOMOLGOROV-SMIRNOV UNIFORMITY TEST FOR
- RND FUNCTION.
-
- THIS PROGRAM RUNS 30 TESTS OF 1000 SAMPLES EACH TO CHECK
- UNIFORMITY OF DISTRIBUTION OF RANDOM NUMBERS. KOMOLGOROV-
- SMIRNOV (K-S) STATISTICS (K+ AND K-) ARE GENERATED FOR
- EACH TEST. THESE TWO NUMBERS ARE A MEASURE OF THE GREATEST
- DEVIATION, IN THE POSITIVE AND NEGATIVE DIRECTION, OF THE
- ACCUMULATION OF THE 1000 NUMBERS FROM THE IDEAL DISTRIBUTION
- OF F(X)=X, 0<=X<1.
-
- THESE TWO SETS (K+ AND K-) OF 30 STATISTICS THEMSELVES HAVE
- AN EXPECTED DISTRIBUTION OF F(X) = 1 - EXP(-2*X*X). THE
- K-S TEST IS RUN AGAIN ON EACH OF THESE TWO SETS, AND IF
- THE DEVIATION IS TOO GREAT (TOP OR BOTTOM 1%) FOR ANY ONE
- OF THE RESULTING STATISTICS, THEN THE TEST FAILS.
-
- BEGIN TEST
-
-
- TEST K+ K-
- 1 .45523 .595488
- 2 .988115 .378654
- 3 .794192 .135876
- 4 .449372 .549567
- 5 .423212 .620993
- 6 .438139 .357999
- 7 .336397 .850161
- 8 .694538 .349392
- 9 .520826 .617221
- 10 1.07113 .341656
- 11 .377583 .620679
- 12 .380771 .932965
- 13 .985349 .208854
- 14 .114939 .814205
- 15 .491076 .825009
- 16 .932995 .170729
- 17 .402152 .753239
- 18 .899287 .311487
- 19 1.16556 .142661
- 20 .605815 .315683
- 21 4.64517E-2 1.50504
- 22 .622752 .71263
- 23 .798493 .256347
- 24 .516858 .711673
- 25 .107246 .924347
- 26 .471567 .451034
- 27 .211972 .947588
- 28 .405545 .532419
- 29 .647631 .321755
- 30 .654656 .786338
-
- SUMMARY K-S STATISTICS FOR THE K+ VALUES
- K+ = .810345 K- = .445969
-
-
- SUMMARY K-S STATISTICS FOR THE K- VALUES
- K+ = .825382 K- = .198557
-
-
- ALL RESULTS SHOULD FALL BETWEEN .04354 AND 1.4801
-
- *** TEST PASSED ***
-
-
- END TEST
-
- END PROGRAM 134
-
- Program interrupted at line 1420
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