Accession Number : ADA141761

Title :   A Uniform Bound for the Tail Probability of Kolmogorov-Smirnov Statistics.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Hu,I

PDF Url : ADA141761

Report Date : May 1984

Pagination or Media Count : 9

Abstract : Let X sub 1, X sub 2,... be independent, identically distributed random variables with a continuous but unknown distribution function F. In testing goodness of fit, that is, we want to test F = F sub 0 for some specific choice of F sub 0, the commonly used test statistics are shown. The purpose of this paper is to give a bound for the tail probability of D sub n(-) in the following form.

Descriptors :   *Probability distribution functions, Random variables, Statistical tests, Confidence limits

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE