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One of the most widely used goodness-of-fit tests is the Kolmogorov-Smirnov (KS) family of tests which have been implemented by many computer statistical software packages. To calculate a p value (evaluate the cumulative sampling distribution), these packages use various methods including...
Persistent link: https://www.econbiz.de/10005101500
One of the most widely used goodness-of-fit tests is the two-sided one sample Kolmogorov-Smirnov (K-S) test which has been implemented by many computer statistical software packages. To calculate a two-sided p value (evaluate the cumulative sampling distribution), these packages use various...
Persistent link: https://www.econbiz.de/10008460713
Efficient rational arithmetic methods that can exactly evaluate the cumulative sampling distribution of the one-sided one sample Kolmogorov-Smirnov (K-S) test have been developed by Brown and Harvey (2007) for sample sizes n up to fifty thousand. This paper implements in arbitrary precision the...
Persistent link: https://www.econbiz.de/10008460775