Image:KS-Test.png

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Description

An image for the german example for the kolmogorov smirnov test

Deutsch: Grafik zu diesem Zahlenbeispiel. Links ein Histogramm, rechts die tatsächliche und die empirische Verteilungsfunktion
Source

created with GNU R, source attached (at the bottom of the page)
Date

20 march 2006
Author

Thomas Steiner
Permission
(Reusing this image)

Thomas Steiner put it under the GFDL


GNU head Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation license, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled "GNU Free Documentation license".

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R_Source:

q<-c(9.41, 9.92, 11.55, 11.60, 11.73, 12.00, 12.06, 13.02)
m=11
s=1
cs=c("grey35","navy","skyblue")
grenze=0.454

png(filename = "KS-Test.png", width=1200, height=768, pointsize=12)
par(mfrow=c(1,2), bg="lightgrey")
hist(q,breaks=4,freq=FALSE,col=cs[1],xlab=expression(x[i]),ylab="Wahrscheinlichkeit",main="Histogramm")
rug(q,col=cs[1],lwd=0.8)

x=seq(min(q)*0.9,max(q)*1.1,length=100)
lines(x,dnorm(x,mean=m,sd=s),col=cs[2],lwd=3)

F0=stepfun(q,c(0,(1:length(q))/length(q)),right=TRUE)
plot(F0,main="Vergleich der Verteilungsfunktionen",do.points=FALSE,col.hor=cs[1],col.vert=cs[1],col.points =cs[1],lwd=3,xlab=expression(x[i]),ylab="",xlim=range(x))
lines(x,pnorm(x,mean=m,sd=s),type="l",col=cs[2],lwd=3)
lines(x,pnorm(x,mean=m,sd=s)-grenze,type="l",col=cs[3],lwd=2)
lines(x,pnorm(x,mean=m,sd=s)+grenze,type="l",col=cs[3],lwd=2)
legend(x="bottomright",inset=0.01,legend=c("empirische Verteilung",expression(list("Normalverteilung",mu == m, sigma == s)),,"95% - Grenzen"),cex=0.8,col=cs,lwd=3)  

points(q[3],F0(q[3]), pch=8, col="red", cex=2)
dev.off()

File history

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Date/TimeDimensionsUserComment
current09:18, 20 March 20061,200×768 (15 KB)Thire (better colors())
09:05, 20 March 20061,200×768 (15 KB)Thire ({{Information| |Description = An image for the german example for the kolmogorov smirnov test |Source = created with GNU R, source attached (at the bottom of the page) |Date = 20 march 2006 |Author = Thomas Steiner |Permission = [[:)
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