The Modified Kolmogorov-Smirnov One-Sample Test Statistic
Keywords: Goodness-of fit test, Kolmogorov-Smirnov (K-S) statistic, power
AbstractThe Kolmogorov-Smirnov (K-S) statistic is a well known nonparametric test statistic used to solve goodness-of fit problems. However, a disadvantage of the K-S is its low power when the true distribution differs from the hypothesized distribution in the tails. Here, a new methodology is proposed in which a modified K-S statistic is obtained. The simulation results indicate that the modified K-S statistic is preferable when the sample size is large.
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