Modified Kolmogorov-Smirnov Tests of Goodness of Fit

Document Type

Article

Publication Date

1984

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Abstract

The Kolmogorov-Smirnov (K–S) one-sided and two-sided tests of goodness of fit based on the test statistics D+ n D− n and Dn are equivalent to tests based on taking the cumulative probability of the i–th order statistic of a sample of size n to be (i–.5)/n. Modified test statistics C+ n, C− n and Cn are obtained by taking the cumulative probability to be i/(n+l). More generally, the cumula-tive probability may be taken to be (i−δ)/(n+l−2δ), as suggested by Blom (1958), where 0 less than or equal δ less than or equal .5. Critical values of the test statis-tics can be found by interpolating inversely in tables of the proba-bility integrals obtained by setting a=l/(n+l−2δ) in an expression given by Pyke (1959). Critical values for the D's (corresponding to δ=.5) have been tabulated to 5DP by Miller (1956) for n=1(1)100. The authors have made analogous tabulations for the C's (corresponding to δ=0) [previously tabulated by Durbin (1969) for n=1(1)60(2)100] and for the test statistics E+ n, E− n and En corresponding to δ f.3. They have also made a Monte Carlo comparison of the power of the modified tests with that of the K–S test for several hypothetical distributions. In a number of cases, the power of the modified tests is greater than that of the K–S test, especially when the standard deviation is greater under the alternative than under the null hypo-thesis.

DOI

10.1080/03610918408812378

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