Exact percentage points for the Kolmogorov test on truncated versions of known continuous distributions with unknown truncation parameters

被引:1
|
作者
Krumbholz, W [1 ]
Lassahn, R [1 ]
机构
[1] Univ Bundeswehr Hamburg, D-22083 Hamburg, Germany
关键词
goodness-of-fit; Kolmogorov test; estimated parameters; uniform distribution; truncated distributions; exact percentage points;
D O I
10.1007/BF02925520
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we deal with Kolmogorov-Smirnov tests on uniformity with completely or partly unknown limits. Tables of exact percentage points are presented or referred using the wellknown determinant formula given by Steck (1971). It is shown that these tables also give the percentage points for the analogous statistics of the test on truncated versions of known continuous distributions with completely or partly unknown truncation limits. We will give some examples of these applications. Among these are the tests on exponentiality and on Pareto distribution with known shape parameter and unknown lower terminal.
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页码:221 / 231
页数:11
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