首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test
Authors:Thomas Friedrich  Helmut Schellhaas
Institution:1. Fachbereich Mathematik, Technische Hochschule Darmstadt, Schlo?gartenstra?e 7, D-64289, Darmstadt, Germany
Abstract:Two recursive schemes are presented for the calculation of the probabilityP(g(x)S n (x)≤h(x) for allx∈®), whereS n 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.
Keywords:Kolmogorov-Smirnov one sample test  distribution of the test statistic  percentage points  power  recursive scheme for computation
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号