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Re: st: Ksmirnov discrete data (again)


From   [email protected] (Kristin MacDonald, StataCorp)
To   [email protected]
Subject   Re: st: Ksmirnov discrete data (again)
Date   Mon, 18 Jun 2007 10:08:06 -0500

Ben Jann <[email protected]> asked

> Am I right that for discrete data one would use
> 
>  D = max | S(x) - F(x) |
> 
> to compute the Kolmogorov-Smirnov statistic (as in, e.g., Horn 1997 or
> Wood/Altavela
> 1978)?

Yes, you are right.  In the case where the true distribution F(x) is discrete
(and therefore a step function), the test statistic, D, is computed as you
show above.

-- Kristin
[email protected]
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