The asymptotic distribution of the one-sided kolmogorov-smirnov statistic for truncated data

1977 ◽  
Vol 6 (14) ◽  
pp. 1361-1366 ◽  
Author(s):  
H.M. Schey
1982 ◽  
Vol 14 (03) ◽  
pp. 566-581
Author(s):  
Yih-Shyh Yuh

Correction terms are obtained for the Brownian motion approximation to one- and two-barrier first-passage probabilities. These approximations are given in terms of their Laplace transforms, which are formally (and non-rigorously) inverted. Applications to the one-sample Kolmogorov-Smirnov statistic are discussed.


1982 ◽  
Vol 14 (3) ◽  
pp. 566-581 ◽  
Author(s):  
Yih-Shyh Yuh

Correction terms are obtained for the Brownian motion approximation to one- and two-barrier first-passage probabilities. These approximations are given in terms of their Laplace transforms, which are formally (and non-rigorously) inverted. Applications to the one-sample Kolmogorov-Smirnov statistic are discussed.


2009 ◽  
Vol 23 (28n29) ◽  
pp. 5570-5582 ◽  
Author(s):  
ÁLVARO CORRAL

We explore in depth the validity of a recently proposed scaling law for earthquake inter-event time distributions in the case of the Southern California, using the waveform cross-correlation catalog of Shearer et al. Two statistical tests are used: on the one hand, the standard two-sample Kolmogorov-Smirnov test is in agreement with the scaling of the distributions. On the other hand, the one-sample Kolmogorov-Smirnov statistic complemented with Monte Carlo simulation of the inter-event times, as done by Clauset et al., supports the validity of the gamma distribution as a simple model of the scaling function appearing on the scaling law, for rescaled inter-event times above 0.01, except for the largest data set (magnitude greater than 2). A discussion of these results is provided.


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