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

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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.

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Authors and Affiliations

  1. Fachbereich Mathematik, Technische Hochschule Darmstadt, Schloßgartenstraße 7, D-64289, Darmstadt, Germany

    Thomas Friedrich & Helmut Schellhaas

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  1. Thomas Friedrich
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  2. Helmut Schellhaas
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Friedrich, T., Schellhaas, H. Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test. Statistical Papers 39, 361–375 (1998). https://doi.org/10.1007/BF02927099

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  • DOI: https://doi.org/10.1007/BF02927099

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