MATLAB: Can I use the kstest function to check if the data have a CDF defined by theself

Question

Hi!

I have a vector of random variables. I want to check whether they are generated from a power law distribution. I have my own function to calculate their CDF's. Can I still use this CDF matrix for the kstest function in matlab? (power law distribution is not included in the list of CDF distributions available for the function)

Thanks.

Answer 1

Yes, if you have a function that calculates the CDF of the distribution you can calculate the CDF at your sample values and pass this into the kstest function.

For a column vector of sample values x and CDF function F(x), create a matrix such that:

myCDF = [x F(x)];

and call:

kstest(x,'CDF',myCDF);