Title

A Comparative Study of the Delta-Corrected Kolmogorov-Smirnov Test

Document Type

Article

Publication Date

1993

Abstract

The delta-corrected Kolmogorov-Smirnov test has been shown to be uniformly more powerful than the classical Kolmogorov-Smirnov test. The power of the delta-corrected Kolmogorov-Smimov test is compared to six other goodness of fit tests based on the empirical distribution function using 10 000 Monte Carlo samples. Also, how the delta-corrected Kolmogorov-Smirnov test is conducted is illustrated.

DOI

10.1080/02664769300000040

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