Extension of the one-sample Kolmogorov-Smirnov test
We propose here a new goodness-of-fit test, named the one-sample OVL-q test (q = 1, 2, . . .), which can be considered an extension of the one-sample Kolmogorov-Smirnov test (equivalent to the one-sample OVL-1 test). We have analyzed the asymptotic properties of the one-sample OVL-2 test statistic a...
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Zusammenfassung: | We propose here a new goodness-of-fit test, named the one-sample OVL-q test
(q = 1, 2, . . .), which can be considered an extension of the one-sample
Kolmogorov-Smirnov test (equivalent to the one-sample OVL-1 test). We have
analyzed the asymptotic properties of the one-sample OVL-2 test statistic and
enabled the calculation of asymptotic p-values for the test statistic. We
further conducted numerical experiments and demonstrated that the one-sample
OVL-2 test can sometimes exceed the detection power of conventional
goodness-of-fit tests. |
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DOI: | 10.48550/arxiv.2408.10612 |