The Δ-corrected kolmogorov-smirnov test with estimated parameters

1 January 1992

journal article
research article
Published by Taylor & Francis in Journal of Nonparametric Statistics

Vol. 2 (1) , 17-27
https://doi.org/10.1080/10485259208832539

Abstract

The empirical distribution function used in the classical Kalmogorov-Smimov test involving estimated parameters is redefined in such a way that it becomes a function of a parameter called delta. Simulation results for three important practical cases indicate that the size of the test is not affected by delta on the unit interval, and that power can be increased by as many as ten percentage points. A goodness of fit test procedure for the normal and exponential distributions with estimated parameters based on the mean and modal plotting positions is proposed as a replacement to the classical Kolmogorov-Smirnov test.

Keywords

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