A multivariate Kolmogorov-Smirnov test of goodness of fit
نویسندگان
چکیده
منابع مشابه
Modified Kolmogorov-Smirnov Test of Goodness of Fit
A modified version of the Kolmogorov-Smirnov (KS) test is presented as a tool to assess whether a specified, although arbitrary, probability model is unsuitable to describe the underlying distribution of a set of observations. The KS test computes distances between points of the sample cumulative distribution function and the hypothetical one as absolute differences between them, and then consi...
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A test for goodness of fit usually involves examining a random sample from some unknown distribution in order to test the null hypothesis that the unknown distribution function is in fact a known, specified function. The Chi-square test can be applied to any univariate distribution for which you can calculate the cumulative distribution function. The Chi-square test does not have good propertie...
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An empirical test is presented by which one may determine whether a specified multivariate probability model is suitable to describe the underlying distribution of a set of observations. This test is based on the premise that, given any probability distribution, the Mahalanobis distances corresponding to data generated from that distribution will likewise follow a distinct distribution that can...
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In this paper we propose an improvement of the Kolmogorov-Smirnov test for normality. In the current implementation of the Kolmogorov-Smirnov test, a sample is compared with a normal distribution where the sample mean and the sample variance are used as parameters of the distribution. We propose to select the mean and variance of the normal distribution that provide the closest fit to the data....
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 1997
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(97)00020-5