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
Hauptverfasser:	Friedrich, Thomas, Schellhaas, Helmut
Format:	Artikel
Sprache:	eng
Schlagworte:	Continuity (mathematics) Distribution functions Kolmogorov-Smirnov test Mathematical analysis Tabulation
Online-Zugang:	Volltext
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