March 2014
Intermediate to advanced
306 pages
5h 47m
English
Content preview from Statistical Hypothesis Testing with SAS and R
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Chapter 12
Tests on other Distributions
In this chapter we present goodness-of-fit tests for distributions other than Gaussian. Tests in Section 12.1 are based on the empirical distribution function (EDF). Section 12.1.1 deals with Pearson's 
-test, which is an omnibus test for goodness-of-fit but not so powerful if alternative tests on specific distributions are available.
12.1 Tests based on the EDF
12.1.1 Kolmogorov–Smirnov test
| Description: | Tests if a sample is sampled from a specific distribution function  . |
| Assumptions: |
|
| Hypotheses: | (A)  vs |
 for at least one |
|
| (B) vs | |
| with for at least one | |
| (C) vs | |
| with |
are independently distributed with observations 
and a continuous distribution function 
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