Modified Kolomogorov-Smirnov Tests Which Are Sensitive to Tail Behavior.

Abstract

Several modified versions of 1-sample and 2-sample Kolomogorov-Smirnov tests are presented which have increased prower against alternatives which differ from the hypothesized cdf (or cdf's) mainly in the tails. Asymptotic critical values are calculated. A Monte Carlo study gives an indication of the increase in power by examining one special case. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1976
Accession Number
ADA041026

Entities

People

  • Douglas R. Miller

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Brownian Motion
  • Continuity
  • Convergence
  • Covariance
  • Data Science
  • Equations
  • Information Science
  • Military Research
  • Missouri
  • Normal Distribution
  • Observation
  • Probability
  • Random Variables
  • Standards
  • Statistics
  • Stochastic Processes
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Statistical inference.