Ks Uniform Test 743E30
1. **Problem Statement:** Test the hypothesis that the sample data \(0.521, 0.317, -0.282, 3.454, 0.521, 0.282, 0.317, 0.282, 0.944, 0.125, 0.282, 0.784, 1.044, 0.317, 0.521, 0.623\) comes from the uniform distribution defined by:
$$F(x) = \begin{cases} 0 & x < 0 \\ x & 0 \leq x < 1 \\ 1 & x \geq 1 \end{cases}$$
at the 5% significance level.
2. **Method:** Use the Kolmogorov-Smirnov (K-S) test for goodness of fit.
- The null hypothesis \(H_0\): The sample comes from the specified uniform distribution.
- The alternative hypothesis \(H_a\): The sample does not come from the specified distribution.
3. **Steps:**
- Sort the sample data in ascending order:
$$-0.282, 0.125, 0.282, 0.282, 0.282, 0.317, 0.317, 0.317, 0.521, 0.521, 0.521, 0.623, 0.784, 0.944, 1.044, 3.454$$
- Remove or note values outside the support of the distribution (\(x < 0\) or \(x \geq 1\)):
Values \(-0.282, 1.044, 3.454\) are outside the support.
- For K-S test, only values within \([0,1)\) are considered. So the effective sample size \(n=13\).
- Calculate empirical distribution function (EDF) \(F_n(x) = \frac{i}{n}\) for each ordered value \(x_i\).
- Calculate theoretical CDF \(F(x) = x\) for each \(x_i\).
- Compute the K-S statistic:
$$D = \max \left( \max_i \left| F_n(x_i) - F(x_i) \right|, \max_i \left| F_n(x_{i-1}) - F(x_i) \right| \right)$$
where \(F_n(x_{i-1}) = \frac{i-1}{n}\).
4. **Calculations:**
| i | \(x_i\) | \(F_n(x_i) = \frac{i}{n}\) | \(F(x_i) = x_i\) | \(|F_n(x_i) - F(x_i)|\) | \(|F_n(x_{i-1}) - F(x_i)|\) |
|---|---------|----------------------------|-----------------|-------------------------|----------------------------|
|1|0.125|1/13 \approx 0.0769|0.125|0.0481|0.125|
|2|0.282|2/13 \approx 0.1538|0.282|0.1282|0.1282|
|3|0.282|3/13 \approx 0.2308|0.282|0.0512|0.0512|
|4|0.282|4/13 \approx 0.3077|0.282|0.0257|0.1282|
|5|0.317|5/13 \approx 0.3846|0.317|0.0676|0.1923|
|6|0.317|6/13 \approx 0.4615|0.317|0.1445|0.317|
|7|0.317|7/13 \approx 0.5385|0.317|0.2215|0.3846|
|8|0.521|8/13 \approx 0.6154|0.521|0.0944|0.4615|
|9|0.521|9/13 \approx 0.6923|0.521|0.1713|0.5385|
|10|0.521|10/13 \approx 0.7692|0.521|0.2482|0.6154|
|11|0.623|11/13 \approx 0.8462|0.623|0.2232|0.6923|
|12|0.784|12/13 \approx 0.9231|0.784|0.1391|0.7692|
|13|0.944|13/13 = 1.0|0.944|0.056|0.8462|
- The maximum absolute difference \(D\) is approximately \(0.2482\) (from row 10).
5. **Critical value:** For \(n=13\) and \(\alpha=0.05\), the critical value for K-S test is approximately:
$$D_{\alpha} = 1.36 / \sqrt{n} = 1.36 / \sqrt{13} \approx 0.377$$
6. **Decision:** Since \(D = 0.2482 < 0.377 = D_{\alpha}\), we fail to reject the null hypothesis.
7. **Conclusion:** There is insufficient evidence at the 5% significance level to reject the hypothesis that the sample comes from the specified uniform distribution.
**Final answer:** The sample data is consistent with the uniform distribution \(F(x)\) at the 5% level.