A Tail Sensitive Test for Cumulative Distribution Functions
Statistics Theory
2013-04-09 v2 Statistics Theory
Abstract
We propose a simple way of testing whether a given set of observations can come from a given theoretical cumulative distribution. In the test more weight is attached to the tails of the distribution than in the usual Kolmogorov or Smirnov tests. The respective probability distribution is derived.
Cite
@article{arxiv.1206.4000,
title = {A Tail Sensitive Test for Cumulative Distribution Functions},
author = {Krzysztof A. Meissner},
journal= {arXiv preprint arXiv:1206.4000},
year = {2013}
}
Comments
7 pages