5.

2 Kolmogorov-Smirnov(K-S Goodness of Fit-Test)

Kolmogorov Smirnov Goodness-of-Fit Test,

,
. K-S one-sample GoF Test

ECDF (Experimental Cumulative Distribution Function)
CDF
.

(distribution free), :

1. (continuous distributions).

2.
(tails).

3.
. ,
, K-S
. .

O Kolmogorov-Smirnov :

: .

a: .

Test

Statistic:

Kolmogorov

Smirnov

D max | Fx ( xi ) FY ( xi ) | , 1 i N

CDFs X Y . H0
Y,
CDF FX(.), K-S D
Dmax , ( )
significance level . D>Dmax,
significance 1-,
D<Dmax, .
Significance level:
Critical Values:
D Dmax,
.
. ,
test
statistic .
, test
statistic
.