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dreamer1 · #5 December 12th, 2008, 06:10 AM

Great, the first code snippet was exactly what I needed!

As for the 1-cdf(end) part, I'm not sure you are correct. The KS test searches for the
$max |F_x(t) - F(t)|,$

which is probably somewhere near the middle of the 0-0.5 or 0.5-1 ranges of cdf values.
In general, if my cdf is anything even close to gaussian it should have no problem to come very close to 1 at cdf(end), and I expect the 1-cdf(end) to always be (for a reasonable paramaters of GGD) very close to 0. Please, correct me if I'm wrong.

For the last advice on the topic (or a bit off topic), the $\chi^2$ test needs distributions pdfs. I suppose it should be fine to use

Code:

[pdf,x]=ksdensity(Y);

to estimate the pdf of the values in Y?