Extension of the one-sample Kolmogorov-Smirnov test
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arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866916362836770816 |
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| author | Komaba, Atsushi Johno, Hisashi Nakamoto, Kazunori |
| author_facet | Komaba, Atsushi Johno, Hisashi Nakamoto, Kazunori |
| contents | We propose here a new goodness-of-fit test, named the one-sample OVL-q test (q = 1, 2, . . .), which can be considered an extension of the one-sample Kolmogorov-Smirnov test (equivalent to the one-sample OVL-1 test). We have analyzed the asymptotic properties of the one-sample OVL-2 test statistic and enabled the calculation of asymptotic p-values for the test statistic. We further conducted numerical experiments and demonstrated that the one-sample OVL-2 test can sometimes exceed the detection power of conventional goodness-of-fit tests. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2408_10612 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Extension of the one-sample Kolmogorov-Smirnov test Komaba, Atsushi Johno, Hisashi Nakamoto, Kazunori Statistics Theory 62G10 (Primary) 62G20, 62-04 (Secondary) We propose here a new goodness-of-fit test, named the one-sample OVL-q test (q = 1, 2, . . .), which can be considered an extension of the one-sample Kolmogorov-Smirnov test (equivalent to the one-sample OVL-1 test). We have analyzed the asymptotic properties of the one-sample OVL-2 test statistic and enabled the calculation of asymptotic p-values for the test statistic. We further conducted numerical experiments and demonstrated that the one-sample OVL-2 test can sometimes exceed the detection power of conventional goodness-of-fit tests. |
| title | Extension of the one-sample Kolmogorov-Smirnov test |
| topic | Statistics Theory 62G10 (Primary) 62G20, 62-04 (Secondary) |
| url | https://arxiv.org/abs/2408.10612 |