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Topic: Attention: an error concerning the Kolmogorov-Smirnov Test
Replies: 4   Last Post: Sep 3, 2012 5:04 PM

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Luis A. Afonso

Posts: 4,615
From: LIsbon (Portugal)
Registered: 2/16/05
Attention: an error concerning the Kolmogorov-Smirnov Test
Posted: Sep 1, 2012 4:07 AM
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Attention: an error concerning the Kolmogorov-Smirnov Test


A Modified Kolmogorov-Smirnov Test for Normality
[Drezner . . .]
mpra.ub.uni-muenchen.de/14385/


This paper shows an error, pg. 3, formula (1). We are dealing with the maximum difference between the ABSOLUTE VALUE of k/n - Fi((x_k - mu)/sigma) and the ABSOLUTE VALUE of Fi (x_k - mu)/sigma) - (k- 1)/n.
If the absolute values are not taken into account we could be before a very large negative difference, say -1 compared with a small positive, +0.0001. If we use the formula as it is displayed in the text - raw values, not absolute ones - we will choose the latter which is an absolute absurdity because the job concerns DISCREPANCIES: the larger one among all experimental points.
I really wish that it was merely a formula misprint; the calculations were really performed as expected.

Luis A. Afonso



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