Smirnov Cramer Von Mises Test
Single sample Smirnov-Cramer-Von Mises goodness-of-fit hypothesis test.
H = MTEST(X,ALPHA) performs the particular case of Smirnov-Cramer-Von Mises test to determine whether the null hypothesis of composite normality CDF is a reasonable assumption regarding the population distribution of a random sample X with the desired significance level ALPHA. The Smirnov-Cramer-Von Mises test is based on interpolation procedure, so the significance level is restricted to
0.001 <= ALPHA <= 0.10.
H indicates the result of the hypothesis test according to the MATLAB rules of conditional statements:
H=1 => Do not reject the null hypothesis at significance level ALPHA.
H=0 => Reject the null hypothesis at significance level ALPHA.
Let S(x) be the empirical c.d.f. estimated from the sample vector X,
F(x) be the corresponding true