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Topic: Kolmogorov–Smirnov / Lilliefors test, small sample
s

Replies: 5   Last Post: Aug 11, 2013 5:23 PM

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AndyHancock

Posts: 23
Registered: 5/22/12
Re: Kolmogorov–Smirnov / Lilliefors test, small sa
mples

Posted: Jul 24, 2013 8:38 PM
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On Wednesday, July 24, 2013 2:42:40 PM UTC-4, David Jones wrote:
> I think the treatment of the KS statistic was well-established 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 "no-fitting". 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.



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