Simulation and modeling - Old Questions
9. The sequence of numbers 0.54, 0.73, 0.97, 0.10 and 0.67 has been generated. Use the Kolmogorov-Smirnov test α=0.05 to determine if the hypothesis that the numbers are uniformly distributed on the interval [0, 1] can be rejected. (Note that the critical value of D for α=0.05 and μ=5 is 0.565).
Answer
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Given sequence of number,
0.54, 0.73, 0.97, 0.10 and 0.67
Arranging the given number in ascending order:
0.10, 0.54, 0.67, 0.73, 0.97
Here, N = 5
Calculation table for Kolmogorov-Smirnov test :
i | ||||
1 | 0.10 | 0.2 | 0.1 | 0.10 |
2 | 0.54 | 0.4 | - | 0.34 |
3 | 0.67 | 0.6 | - | 0.27 |
4 | 0.73 | 0.8 | 0.07 | 0.13 |
5 | 0.97 | 1 | 0.03 | 0.17 |
Now, calculating
= 0.1
= 0.34
= 0.34
Given, Critical value = 0.565
Since the computed value, D = 0.34, is less than the tabulated critical value, = 0.565, the hypothesis of no difference between the distribution of the generated numbers and the uniform distribution is not rejected.