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Statistical Papers

, Volume 39, Issue 4, pp 361–375 | Cite as

Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test

  • Thomas Friedrich
  • Helmut Schellhaas
Articles

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.

Key words

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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References

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Copyright information

© Springer-Verlag 1998

Authors and Affiliations

  • Thomas Friedrich
    • 1
  • Helmut Schellhaas
    • 1
  1. 1.Fachbereich MathematikTechnische Hochschule DarmstadtDarmstadtGermany

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