In this paper different probability density functions are fitted to the inter-arrival time in a channel of a Cellular Mobile Telephony system. The approach is entirely experimental: the data set to be fitted has been obtained on an actual system in operation. The Kolmogorov-Smirnov (K-S) goodness-of-fit test is used in order to establish a ranking of the best fitting probability density functio...

This article considers the CUSUM-based (cumulative sum) test for a change point in a time series. In the case of testing for a mean shift, the traditional Kolmogorov–Smirnov test statistic involves a consistent long-run variance estimator, which is needed to make the limiting null distribution free of nuisance parameters. The commonly used lag-window type long-run variance estimator requires to...

This paper describes a simple, non-parametric and generic test of the equivalence of Receiver Operating Characteristic (ROC) curves based on a modified Kolmogorov-Smirnov (KS) test. The test is described in relation to the commonly used techniques such as the Area Under the ROC curve (AUC) and the Neyman-Pearson method. We first review how the KS test is used to test the null hypotheses that th...