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| Titel: |
Modified kolmogorov-smirnov tests of goodness of fit |
| Auteur: |
Harter, H. Leon Khamis, Harry J. Lamb, Richard E. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 13 (1984) nr. 3 pagina's 293-323 |
| Jaar: |
1984 |
| Inhoud: |
The Kolmogorov-Smirnov (K-S) one-sided and two-sided tests of goodness of fit based on the test statistics D+n D-n and Dn are equivalent to tests based on taking the cumulative probability of the i-th order statistic of a sample of size n to be (i-.5)/n. Modified test statistics C+n, C-n and Cn are obtained by taking the cumulative probability to be i/(n+l). More generally, the cumula-tive probability may be taken to be (i-δ)/(n+l-2δ), as suggested by Blom (1958), where 0 less than or equal δ less than or equal .5. Critical values of the test statis-tics can be found by interpolating inversely in tables of the proba-bility integrals obtained by setting a=l/(n+l-2δ) in an expression given by Pyke (1959). Critical values for the D's (corresponding to δ=.5) have been tabulated to 5DP by Miller (1956) for n=1(1)100. The authors have made analogous tabulations for the C's (corresponding to δ=0) [previously tabulated by Durbin (1969) for n=1(1)60(2)100] and for the test statistics E+n, E-n and En corresponding to δ f.3. They have also made a Monte Carlo comparison of the power of the modified tests with that of the K-S test for several hypothetical distributions. In a number of cases, the power of the modified tests is greater than that of the K-S test, especially when the standard deviation is greater under the alternative than under the null hypo-thesis. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 6 van 10 gevonden artikelen
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