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Full-Text Articles in Statistics and Probability
On Misuses Of The Kolmogorov–Smirnov Test For One-Sample Goodness-Of-Fit, Anthony Zeimbekakis
On Misuses Of The Kolmogorov–Smirnov Test For One-Sample Goodness-Of-Fit, Anthony Zeimbekakis
Honors Scholar Theses
The Kolmogorov–Smirnov (KS) test is one of the most popular goodness-of-fit tests for comparing a sample with a hypothesized parametric distribution. Nevertheless, it has often been misused. The standard one-sample KS test applies to independent, continuous data with a hypothesized distribution that is completely specified. It is not uncommon, however, to see in the literature that it was applied to dependent, discrete, or rounded data, with hypothesized distributions containing estimated parameters. For example, it has been "discovered" multiple times that the test is too conservative when the parameters are estimated. We demonstrate misuses of the one-sample KS test in three …