A Modified Kolmogorov-Smirnov Test Sensitive to Tail Alternatives
对尾部备择更敏感的修正 Kolmogorov–Smirnov 检验
It is well known that the Kolmogorov-Smirnov (K-S) test exhibits poor sensitivity to deviations from the hypothesized distribution that occur in the tails. A modified version of the K-S test is introduced that is more sensitive than the K-S test to deviations in the tails. The finite and infinite sample distribution along with the consistency properties of the proposed test are studied. Tables of critical values are provided for two versions of the test (one sensitive to…