Comparing Two Empirical CDFs

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Cole
Cole on 21 Nov 2014
Answered: Tom Lane on 17 Dec 2014
Hi,
I have a problem where I want to compare an empirical CDF generated from simulation to another empirical CDF that comes from sampled data.
The shape of my simulated CDF changes based on a couple different parameters. I want to then optimize on these parameters in order to get the best match between the two empirical CDFs.
I'm a bit stumped on how to go about doing this. Searching around shows that the KS-Test is a good method for comparing empirical CDFs but the Matlab documentation seems to say that it can only be compared to a PD Object.
Any help would be great.
Thanks

Answers (1)

Tom Lane
Tom Lane on 17 Dec 2014
The kstest2 function can work with two samples, using their two empirical CDFs.

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