The Kolmogorov-Smirnov, Cramer-von Mises Tests
نویسندگان
چکیده
منابع مشابه
Use of the Kolmogorov-Smirnov, Cramer-Von Mises and Related Statistics Without Extensive Tables
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...
متن کاملCramer-von Mises Tests for the Compatibility of Two Software Operating Environments
Higher-precision inferences about impending software failures can be achieved when the same software reliability model that fits failure data from the test interval also fits data from the field interval. If the test and field environments differ significantly in terms of how the software is used, then a single model for the pooled data may not be adequate. In this article we formulate the hypo...
متن کاملComparison of the Goodness-of-Fit Tests: the Pearson Chi-square and Kolmogorov-Smirnov Tests
A test for goodness of fit usually involves examining a random sample from some unknown distribution in order to test the null hypothesis that the unknown distribution function is in fact a known, specified function. The Chi-square test can be applied to any univariate distribution for which you can calculate the cumulative distribution function. The Chi-square test does not have good propertie...
متن کاملPii: S0165-1765(01)00360-3
This paper introduces specification tests for conditional moment restrictions. The proposed tests are generalizations of the Kolmogorov–Smirnov and Cramer–von Mises tests and they are consistent against all ] Œ alternatives to the null hypothesis, powerful against 1 / n local alternatives and not dependent on any smoothing parameter. A nonparametric bootstrap procedure based on recentered crite...
متن کاملSmall Improvement to the Kolmogorov-Smirnov Test
The Kolmogorov-Smirnov (K-S) test is widely used as a goodness-of-fit test. This thesis consists of two parts to describe ways to improve the classical K-S test in both 1-dimensional and 2-dimensional data. The first part is about how to improve the accuracy of the classical K-S goodness-of-fit test in 1-dimensional data. We replace the p-values estimated by the asymptotic distribution with nea...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1957
ISSN: 0003-4851
DOI: 10.1214/aoms/1177706788