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Re: Kolmogorov–Smirnov / Lilliefors test, small sa mples
Posted:
Jul 24, 2013 8:38 PM


On Wednesday, July 24, 2013 2:42:40 PM UTC4, David Jones wrote: > I think the treatment of the KS statistic was wellestablished well > before Lilliefors in 1967. > > Modern treatments tend to present results for the critical points in > a different way,.... via an adjustment formula using the sample size > to give an adjusted statistic to refer to a simple table (one value > for each percentage point). Results have been published for several > types for distribution being fitted, including "nofitting". The > last case would enable a check that the simulation results for large > samples agree with the theoretical asymptotic distribution and hence > a check on the programming of the statistic.
OK, thanks again. I'll look into it further to determine what the assumptions of the thresholds are.



