Kolmogorov-Smirnov Test

RANDOM NUMBER GENERATION
Test for Random Numbers

 

 Testing for Uniformity

Refer : Kolmogorov-Smirnov Goodness-of-Fit Test for more detail explanation.

Q) Write a program for implementation of Testing for Uniformity in Kolmogorov-Smirnov Test using C++ .

ANS.

/* Program for  Kolmogorov-Smirnov Test */


#include<iostream.h>
#include<conio.h>
void main()
{
    clrscr();
    int n,i;
    float r[100];
    float cvalue,d,dplus,dminus,tplus,tminus;
    dplus=0;
    dminus=0;
    cout<<"enter critical value";
    cin>>cvalue;
    cout<<"please enter number of values";
    cin>>n;
    for(i=0;i<n;i++)
    {
        cin>>r[i];
        tplus=float((i+1)/n)-r[i]);
        tminus=r[i]-float(i/n);
        if(tplus>dplus)
        {
        dplus=tplus;
        }
        if(tminus>dminus)
        {
        dminus=tminus;
        }
    }
    if(dplus>dminus)
    d=dplus;
    else
    d=dminus;
    cout<<d;
    if(d<cvalue)
    cout<<"uniform distribution is not rejected"<<endl;
    else
    cout<<"uniform distribution is rejected"<<endl;
    getch();
}

//output:
Enter critical value 15
Please enter number of values
2
5
6
uniform distribution is not rejected

Runs Up and Runs Down

RANDOM NUMBER GENERATION
Test for Random Numbers

 

 Testing for Independence

Runs Up and Runs Down

Q) Write a program for implementation of Testing for Independence in Runs Up and Runs Down using C++ .

ANS.

/* Program for  Runs Up and Runs Down */

#include<iostream.h>
#include<math.h>
int main()
{
float N[10];
int n, count=0,1;
int c[10];
float mean , variance, variancesq, z0, za, z;
cout<<"\n Enter Critical Value: ";
cin>>a;
cout<<"\n Enter value of za/2: ";
cin>>za;
cout<<"\n Enter number of nos. : ";
cin>>n;
cout<<"\n Enter the nos.: ";
for(i=0;i<n;i++)
{
cin>>N[i];
}
for(i=0;i<n-1;i++)
{
if(N[i]<N[i+1])
{
cout<<"+";
c[i]=1;
}
else
{
cout<<"-";
c[i]=0;
}
}
for(i=0;i<n-1;i++)
{
if(c[i]!=c[i+1])
count++;
}
cout<<"\n No of Runs="<<count<<"\n";
mean=(2*n-1)/3;
variancesq=(16*n-29)/90;
variance=sqrt(variancesq);
z0=(a-mean)/variance;
if((za<z0)&&(z0<(0-za)))
cout<<"\n The numbers are independent";
else
cout<<"\n The numbers are auto-correlated and not independent";
return 0;
}


//OUTPUT:
Enter Critical Value: 0.05

Enter value of za/2: 1.96

Enter number of nos.10

Enter the nos.
0.15
0.27
0.37
0.10
0.50
0.60
0.80
0.70
0.59
-++-+++--
No of Runs=5

The numbers are auto-correlated and not independent