minimum_distance_test_ks_example.py

minimum_distance_test_ks_example.py

def exponential_cdf(l, x):
    return 1 - math.exp(-1 * l * x)

def generate_exponential_sample(Xs, l):
    F0 = []
    for x in Xs:
        F0.append((x, exponential_cdf(l, x)))
    return F0
    
import kolmogorov

# mean = \lambda^{-1} for the exponential distribution
F0 = generate_exponential_sample(min_distances, 0.995 ** -1) 
Fk = kolmogorov.calc_empirical_distribution(min_distances)

print kolmogorov.kolmogorov_smirnov_test(F0, Fk, 0.05)