A Tail Sensitive Test for Cumulative Distribution Functions

2012/06/18 by Krzysztof A. Meissner, Meissner, Krzysztof A. · 1 citation
Mathematics · #FOS: Mathematics #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST) #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.1206.4000

7 pages

openalex publication_date 2012/06/18 · arxiv created 2013/04/08 · arxiv updated 2013/04/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We propose a simple way of testing whether a given set of observations can come from a given theoretical cumulative distribution. In the test more weight is attached to the tails of the distribution than in the usual Kolmogorov or Smirnov tests. The respective probability distribution is derived.

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