Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test
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 dist...
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| Veröffentlicht in: | Statistical papers (Berlin, Germany) Germany), 1998-10, Vol.39 (4), p.361-375 |
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| container_title | Statistical papers (Berlin, Germany) |
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| creator | Friedrich, Thomas Schellhaas, Helmut |
| description | 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. |
| doi_str_mv | 10.1007/BF02927099 |
| format | Article |
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| ispartof | Statistical papers (Berlin, Germany), 1998-10, Vol.39 (4), p.361-375 |
| issn | 0932-5026 1613-9798 |
| language | eng |
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| source | SpringerLink Journals - AutoHoldings |
| subjects | Continuity (mathematics) Distribution functions Kolmogorov-Smirnov test Mathematical analysis Tabulation |
| title | Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test |
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