A Kolmogorov Goodness-of-Fit Test for Discontinuous Distributions
- 1 September 1972
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 67 (339) , 591
- https://doi.org/10.2307/2284444
Abstract
The Kolmogorov goodness-of-fit test is known to be conservative when the hypothesized distribution function is not continuous. A method for finding the exact critical level (approximate in the two-sided case) and the power in such cases is derived. Thus the Kolmogorov test may be used as an exact goodness-of-fit test for all completely specified distribution functions, whether continuous or not continuous. Several examples of the application of this extension of the Kolmogorov test are also included.Keywords
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