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

DOI10.1007/BF02927099MaRDI QIDQ1269476zbMATH OpenOpenAlexFDO

Authors Thomas Friedrich, Helmut Schellhaas

Publication date 26 January 1999

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02927099

zbMATH Keywords

powerpercentage pointsempirical distributionrecursive schemesKolmogorov-Smirnov one sample test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Probabilistic methods, stochastic differential equations (65C99) Order statistics; empirical distribution functions (62G30) Statistical tables (62Q05) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 427543 (Why is no real title available?)
• scientific article; zbMATH DE number 3008134 (Why is no real title available?)
• scientific article; zbMATH DE number 3283877 (Why is no real title available?)
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Numerical Tabulation of the Distribution of Kolmogorov's Statistic for Finite Sample Size
• One-Sided Confidence Contours for Probability Distribution Functions
• Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions
• Table of Percentage Points of Kolmogorov Statistics
• The Calculation of Distributions of Two-Sided Kolmogorov-Smirnov Type Statistics

Cited in

(7)

• Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics
• Computing the cumulative distribution function of the Kolmogorov-Smirnov statistic.
• Exact percentage points for the Kolmogorov test on truncated versions of known continuous distributions with unknown truncation parameters
• A modified Kolmogorov-Smirnov test for a rectangular distribution with unknown parameters: Computation of the distribution of the test statistic
• On the exact Berk-Jones statistics and their p-value calculation
• Fast calculation of boundary crossing probabilities for Poisson processes
• On the asymptotic power of the two-sided Kolmogorov-Smirnov test

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