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

被引：0

作者：

Thomas Friedrich

Helmut Schellhaas

机构：

[1] Technische Hochschule Darmstadt,Fachbereich Mathematik

来源：

Statistical Papers | 1998年 / 39卷

关键词：

Kolmogorov-Smirnov one sample test; distribution of the test statistic; percentage points; power; recursive scheme for computation; Primary 62G30; Secondary 62G10 62Q05;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Two recursive schemes are presented for the calculation of the probabilityP(g(x)≤Sn(x)≤h(x) for allx∈®), whereSn is the empirical distribution function of a sample from a continuous distribution andh, g are continuous and isotone functions. The results are specialized for 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：14

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