A kolmogorov goodness-of-fit test for discontinuous distributions

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Abstract

The Kolmogorov goodness-of-fit test is known to be conservative when the hypothesized distribution function is not continuous. A method for finding the exact critical level (approximate in the two-sided case) and the power in such cases is derived. Thus the Kolmogorov test may be used as an exact goodness-of-fit test for all completely specified distribution functions, whether continuous or not continuous. Several examples of the application of this extension of the Kolmogorov test are also included.

Original languageEnglish
Pages (from-to)591-596
Number of pages6
JournalJournal of the American Statistical Association
Volume67
Issue number339
DOIs
StatePublished - Sep 1972

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