Kolmogorov Smirnov Test Critical Values. Kscrit n α tails interp the critical value of the kolmogorov smirnov test for a sample of size n for the given value of alpha default 05 and tails 1 one tail or 2 two tails default based on the ks table. If interp true default harmonic interpolation is used.
This would imply that if a sample k s statistic is the critical d value at say the 05 level then it must also be the critical d value at the 01 level. Before we compute anything let s recall a little statistical theory. For the data in my previous article the null hypothesis is that the.
Kscrit n α tails interp the critical value of the kolmogorov smirnov test for a sample of size n for the given value of alpha default 05 and tails 1 one tail or 2 two tails default based on the ks table.
Critical values of the kolmogorov d distribution. If one chooses a critical value of the test statistic d α such that p d n d α α then a band of width d α around f n x will entirely contain f x with probability 1 α. In the kolmogorov smirnov table the critical value of d increases as alpha 1 p decreases for a given n. Critical values for the two sample kolmogorov smirnov test 2 sided table gives critical d values for α 0 05 upper value and α 0 01 lower value for various sample sizes.
