Kolmogorov Smirnov Test Critical Values. We generated 1 000 random numbers for normal double. The kolmogorov smirnov statistic in more than one dimension.
Critical values of the kolmogorov smirnov test obtain critical values by using simulation. If interp true default harmonic interpolation is used. Kolmogorov smirnov test the kolmogorov smirnov test chakravart laha and roy 1967 is used to decide if a sample comes from a population with a specific distribution.
For the data in my previous article the null hypothesis is that the.
If one chooses a critical value of the test statistic d α such that p d n d α α then a band of width d α around f n x will entirely contain f x with probability 1 α. For α 0 05 the two sided critical value for n 20 is d 0 294. For the data in my previous article the null hypothesis is that the. If you load and call the kolmogorovcdf function you can confirm that the cdf for the kolmogorov d distribution is very close to 0 95 when d 0 294.
