A Uniform Bound for the Tail Probability of Kolmogorov-Smirnov Statistics

Sharp Probability Estimates for Generalized Smirnov Statistics

We give sharp, uniform estimates for the probability that the empirical distribution function for n uniform-[0, 1] random variables stays to one side of a given line.

Sure Invariance Principle for Multivariate Kolmogorov - Smirnov Statistics

Assessment of nonlinear dynamic models by Kolmogorov-Smirnov statistics

Model assessment is a fundamental problem in science and engineering and it addresses the question of the validity of a model in the light of empirical evidence. In this paper, we propose a method for the assessment of dynamic nonlinear models based on empirical and predictive cumulative distributions of data and the Kolmogorov–Smirnov statistics. The technique is based on the generation of dis...

A Modified Kolmogorov-Smirnov Test for Normality

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....

Kolmogorov-Smirnov Test for Interval Data

In this paper, we are interested in extending the classical KolmogorovSmirnov homogeneity test to compare two samples of interval-valued observed measurements. In such a case, the test result is interval-valued, and one major difficulty is to find the bounds of this set. We propose a very efficient computational method for approximating these bounds by using a p-box (pairs of upper and lower cu...