Exact percentage points for the Kolmogorov test on truncated versions of known continuous distributions with unknown truncation parameters |
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Authors: | Wolf Krumbholz Rainer Lassahn |
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Institution: | 1. Universit?t der Bundeswehr Hamburg, Postfach 700 822, D-22083, Hamburg, Germany
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Abstract: | In this paper we deal with Kolmogorov-Smirnov testson uniformity with completely or partly unknown limits. Tables of exact
percentage points are presented or referred using the wellknown determinant formula given by Steck (1971). It is shown that
these tables also give the percentage points for the analogous statistics of the test on truncated versions of known continuous
distributions with completely or partly unknown truncation limits.
We will give some examples of these applications. Among these are the tests on exponentiality and on Pareto distribution with
known shape parameter and unknown lower terminal. |
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Keywords: | Goodness-of-fit Kolmogorov test estimated parameters uniform distribution truncated distributions exact percentage points |
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