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 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.
Kolmogorov-Smirnov one sample test distribution of the test statistic percentage points power recursive scheme for computation
1991 Mathematics Subject Classification
Primary 62G30 Secondary 62G10 62Q05
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