A diathered k-s staticstic |
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Authors: | Alan Washbum |
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Institution: | Department of Operations Research , Naval Postgraduate School , Monterey , CA , 93943 |
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Abstract: | The Kolmogorov-Sruimov test depends for its distribution-free property on the observation that, if F() is the CDF of continuous random variable A then random variable F(X) is uniform on the interval 0,1]. That observation is false if F() is not continuous, a restriction on the applicability of the KS test. This paper introduces a generalization of the KS statistic that works for all distributions, including discrete ones. |
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Keywords: | Kolmosorov-Srnimov |
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