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Finite population corrections for the Kolmogorov–Smirnov tests

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  • Terence O'Neill
  • Steven Stern

Abstract

In this paper, we examine the standard Kolmogorov–Smirnov test for assessing the goodness of fit for an assumed distribution, as well as the associated test of the equality of two distributions, in the case of a sample drawn without replacement from a finite population. In particular, we calculate an appropriate finite population adjustment factor for correcting the usual test statistics and numerically assess its properties. In addition, we provide an example of the use of the adjustment factor in sample size calculations which demonstrates the importance of incorporating the finite population effects in circumstances where the desired accuracy requires a very high sampling fraction.

Suggested Citation

  • Terence O'Neill & Steven Stern, 2012. "Finite population corrections for the Kolmogorov–Smirnov tests," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(2), pages 497-504.
    • Handle: RePEc:taf:gnstxx:v:24:y:2012:i:2:p:497-504
    DOI: 10.1080/10485252.2011.650169
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    Cited by:

    1. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.

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