Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test

被引：9

作者：

Friedrich, T ^{[1
]}

Schellhaas, H ^{[1
]}

机构：

[1] TH Darmstadt, Fachbereich Math, D-64289 Darmstadt, Germany

来源：

STATISTICAL PAPERS | 1998年 / 39卷 / 04期

关键词：

Kolmogorov-Smirnov one sample test; distribution of the test statistic; percentage points; power; recursive scheme for computation;

D O I：

10.1007/BF02927099

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：

Two recursive schemes are presented for the calculation of the probability P(g(x) less than or equal to S-n(x) less than or equal to h(x) for all x is an element of R), where S-n is the empirical distribution function of a sample from a continuous distribution and h, g are continuous and isotone functions. The results are specialized fdr the calculation of the distribution and the corresponding percentage points of the test statistic of the two-sided Kolmogorov-Smirnov one sample test. The schemes allow the calculation of the power of the test too. Finally an extensive tabulation of percentage points for the Kolmogorov-Smirnov test is given.

引用

页码：361 / 375

页数：15

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