Journal of the American Statistical Association · 1969 · 140 citations · 0 references
Natural SciencesMathematicsProbability TheoryStatistical ComputingStatisticsHypothesis TestingInferential StatisticsMonte Carlo MethodsNonparametric StatisticsProbability DistributionsStatistical AnalysisAsymptotic Distribution TheoryExponential Family DistributionsKolmogorov - Smirnov TestKolmogorov TheoryMonte Carlo Estimation
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 If one or more parameters must be estimated from the sample then the tables are no longer valid.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 an exponential population when the mean is not specified but must be estimated from the sample. The table is obtained from a Monte Carlo calculation.