Skip to main content
edited tags
Link
edited title
Link
chris
  • 23.1k
  • 5
  • 62
  • 151

what is The FourmlaFormula behind the Kolmogorov-Smirnov test statistics?

Source Link
Momo
  • 263
  • 3
  • 10

what is The Fourmla behind the Kolmogorov-Smirnov test statistics?

I calculate the Kolmogrov-samirnov test statistic for the following data:
R = {0.171434, 0.134263, 0.155931, 0.135479, 0.196356, 0.152357, 0.133084, 0.10537, 0.14654, 0.116676, 0.123145, 0.145377, 0.12366, 0.156681, 0.208564, 0.202139, 0.227931, 0.15622, 0.118042, 0.104006, 0.322, 0.327, 0.331, 0.34, 0.383, 0.454}
with weibull distribution with parameters (3.08, 5.39) and it was
0.226532
but i recalculate it by excel by the same data and same parameters then the result was
0.614
so i want help to know the formula behind the Kolmogorov-Smirnov test statistic in mathematica
the formula behind the Kolmogorov-Smirnov test statistic in excel is
D=max|i/n-CDF|
Thanks