Résumé. Le critère de découpage binaire de Kolmogorov-Smirnov nécessite un ordre total des valeurs prises par les variables explicatives. Nous pouvons ordonner des intervalles fermés bornés de nombres réels de différentes façons. Notre contribution dans cet article consiste à évaluer et à comparer des arbres de décision obtenus sur des données de type intervalle à l’aide du critère de découpage...

We explore in depth the validity of a recently proposed scaling law for earthquake interevent time distributions in the case of the Southern California, using the waveform cross-correlation catalog of Shearer et al. Two statistical tests are used: on the one hand, the standard two-sample Kolmogorov-Smirnov test is in agreement with the scaling of the distributions. On the other hand, the one-sa...

We construct a Kolmogorov-Smirnov test for the null hypothesis that the average treatment effect is non-negative conditional on all possible values of the covariates. The null hypothesis of our interest can be characterized as a conditional moment inequality under the unconfoundedness assumption, and we employ the instrumental variable method to convert the conditional moment inequality into un...

This study was undertaken to compare several methods of evaluating the common assumption that laboratory data may be treated as if they had been drawn from an underlying Gaussian distribution. As had been described earlier, the usual Kolmogorov-Smirnov test was found to be unsatisfactory due to its sensitivity to rounding. In addition, a recently suggested modification also was shown to be unsu...

Many works have been carried out to compare the efficiency of several goodness of fit procedures for identifying whether or not a particular distribution could adequately explain a data set. In this paper a study is conducted to investigate the power of several goodness of fit tests such as Kolmogorov Smirnov (KS), Anderson-Darling(AD), CramervonMises (CV) and a proposed modification of Kolmogo...