BACKGROUND Multiple imputation (MI) is becoming increasingly popular as a strategy for handling missing data, but there is a scarcity of tools for checking the adequacy of imputation models. The Kolmogorov-Smirnov (KS) test has been identified as a potential diagnostic method for assessing whether the distribution of imputed data deviates substantially from that of the observed data. The aim of...

3 Statistical methods 4 3.1 Wald-Wolfowitz test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 3.2 Kolmogorov-Smirnov tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 3.3 Mean deviation tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 3.4 Aggregated F-test . . . . . . ....

We propose Kolmogorov-Smirnov test as a means for recognising event-by-event fluctuations of rapidity distributions in relativistic heavy ion collisions. Such fluctuations may be induced by the spinodal decomposition of the rapidly expanding system during the 1st order quark-hadron phase transition.

Credit scoring models are widely used to predict the probability of client default. To measure the quality of such scoring models it is possible to use quantitative indices such as the Gini index, Kolmogorov-Smirnov statistics (KS), Lift, the Mahalanobis distance, and information statistics. This paper reviews and illustrates the use of these indices in practice.

This article presents a derivation of the distribution of the Kolmogorov–Smirnov, Cramer–von Mises, and Anderson–Darling test statistics in the case of exponential sampling when the parameters are unknown and estimated from sample data for small sample sizes via maximum likelihood.

An algorithm for filtering information based on the Kolmogorov-Smirnov correlation-based approach has been implemented and tested on feature selection. The only parameter of this algorithm is statistical confidence level that two distributions are identical. Empirical comparisons with 4 other state-of-the-art features selection algorithms (FCBF, CorrSF, ReliefF and ConnSF) are very encouraging.

This paper presents two Bayesian alternatives to the chi-squared test for determining whether a pair of categorical data sets were generated from the same underlying distribution. It then discusses such alternatives for the Kolmogorov-Smirnov test, which is often used when the data sets consist of real numbers.

We derive the asymptotic distribution of the diaphony of n independent random variables uniformly distributed on 0; 1], describe ways to approximate its distribution function, and show an interesting relationship between this distribution, the two-sided Kolmogorov{Smirnov distribution , and the asymptotic law of the Cram er{von Mises criterion.

Accurate goodness-of-fit tests for the extreme tails of empirical distributions is a very important issue, relevant in many contexts, including geophysics, insurance, and finance. We have derived exact asymptotic results for a generalization of the large-sample Kolmogorov-Smirnov test, well suited to testing these extreme tails. In passing, we have rederived and made more precise the approximat...

A statistical application to Gene Set Enrichment Analysis implies calculating the distribution of themaximum of a certain Gaussian process, which is a modification of the standard Brownian bridge. Using the transformation into a boundary crossing problem for the Brownian motion and a piecewise linear boundary, it is proved that the desired distribution can be approximated by an n-dimensional Ga...