A Tail Sensitive Test for Cumulative Distribution Functions
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Publication:6233767
arXiv1206.4000MaRDI QIDQ6233767FDOQ6233767
Authors: Krzysztof A. Meissner 
Publication date: 18 June 2012
Abstract: We propose a simple way of testing whether a given set of observations can come from a given theoretical cumulative distribution. In the test more weight is attached to the tails of the distribution than in the usual Kolmogorov or Smirnov tests. The respective probability distribution is derived.
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