A Tail Sensitive Test for Cumulative Distribution Functions
From MaRDI portal
Publication:6233767
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.
This page was built for publication: A Tail Sensitive Test for Cumulative Distribution Functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6233767)
