Journal of the American Statistical Association · 1967 · 3.3K citations · 5 references
Natural SciencesMathematicsExperimental DesignStatistical ComputingStatisticsHypothesis TestingInferential StatisticsMonte Carlo MethodsMonte Carlo SimulationNonparametric StatisticsStatistical AnalysisKolmogorov - Smirnov TestMonte Carlo EstimationMonte Carlo Parameter EstimationMonte Carlo Significance TestingNonparametric Hypothesis TestingNonparametric TestsParametric TestsStatistical Testing
Abstract The standard tables used for the Kolmogorov-Smirnov test are valid when testing whether a set of observations are from a completely-specified continuous distribution. If one or more parameters must be estimated from the sample then the tables are no longer valid. A table is given in this note for use with the Kolmogorov-Smirnov statistic for testing whether a set of observations is from a normal population when the mean and variance are not specified but must be estimated from the sample. The table is obtained from a Monte Carlo calculation. A brief Monte Carlo investigation is made of the power of the test.
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