Goodness-of-fit Test (Kolmogorov-Smirnov Test)

D = max | F(x) - Sn(x) | n observations

all x

observed

theoretical

(i) For continuous distribution:

D = max ( D+, D- )

where D+ = max { }

D- = max { }

(ii) For discrete distribution:

D = max | F(x) - Sn(x) |

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