cvm_chi_squared_test

simsit.uncertainty_metrics.cvm_chi_squared_test(values, ndof, return_pvalue=False)

Compute the Cramér-von Mises statistic for fit to a chi-squared distribution.

Parameters

valuesarray-like

Sample of chi-squared values to test.

ndofint

Degrees of freedom of the reference chi-squared distribution.

return_pvaluebool, optional

If True, return an approximate p-value derived from the test statistic.

Returns

float

Cramér-von Mises statistic, or an approximate p-value if return_pvalue=True.

Notes

Larger Cramér-von Mises statistics indicate worse agreement with the reference distribution.