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illiefors
2004 May 06
0
help on ks.test
...lp me?
> >
> > Thanks in advance,
> > Janete
>
> The bias of the K-S test with estimated parameters is well known to be
> substantial, but I haven't heard about correction terms except (I
> think) for the normal distribution.
[Dietrich Trenkler] There is a Lilliefors-version of the KS-test
for the exponential distribution. See e.g.
@ARTICLE{Lilliefors69a,
author = {H. W. Lilliefors},
year = 1969,
title = {On the {K}olmogorov-{S}mirnov Test for Exponential
Distribution with Mean Unknown Variance Unknown},
journal = {Journal of the Am...