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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