The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » sci.math.* » sci.stat.math

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: Kolmogorov–Smirnov / Lilliefors test, small sample

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

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ] Topics: [ Previous | Next ]

Posts: 33
Registered: 5/22/12
Re: Kolmogorov–Smirnov / Lilliefors test, small sa

Posted: Jul 24, 2013 8:38 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

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.

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.