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Exact percentage points for the Kolmogorov test on truncated versions of known continuous distributions with unknown truncation parameters

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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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  1. Universität der Bundeswehr Hamburg, Postfach 700 822, D-22083, Hamburg, Germany

    Wolf Krumbholz & Rainer Lassahn

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  1. Wolf Krumbholz
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  2. Rainer Lassahn
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Krumbholz, W., Lassahn, R. Exact percentage points for the Kolmogorov test on truncated versions of known continuous distributions with unknown truncation parameters. Statistical Papers 40, 221–231 (1999). https://doi.org/10.1007/BF02925520

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  • DOI: https://doi.org/10.1007/BF02925520

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