You are currently offline. Some features of the site may not work correctly.

Corpus ID: 3030010

Comparison of the Goodness-ofFit Tests : the Pearson Chi-square and Kolmogorov-Smirnov Tests

@inproceedings{wang2009ComparisonOT,
title={Comparison of the Goodness-ofFit Tests : the Pearson Chi-square and Kolmogorov-Smirnov Tests},
author={Hsiao-Mei wang},
year={2009}
}

A test for goodness of fit usually involves examining a random sample from some unknown distribution in order to test the null hypothesis that the unknown distribution function is in fact a known, specified function. The Chi-square test can be applied to any univariate distribution for which you can calculate the cumulative distribution function. The Chi-square test does not have good properties (power and type I error rate) for small sample sizes. The Kolmogorov-Smirnov goodness-of-fit test… CONTINUE READING