if my data followed to a special distribution, how can i calculate the critical value of k-s test in this case?
Chat with our AI personalities
It is the test statistic.
A test statistic is a value calculated from a set of observations. A critical value depends on a null hypothesis about the distribution of the variable and the degree of certainty required from the test. Given a null hypothesis it may be possible to calculate the distribution of the test statistic. Then, given an alternative hypothesis, it is may be possible to calculate the probability of the test statistic taking the observed (or more extreme) value under the null hypothesis and the alternative. Finally, you need the degree of certainty required from the test and this will determine the value such that if the test statistic is more extreme than the critical value, it is unlikely that the observations are consistent with the hypothesis so it must be rejected in favour of the alternative hypothesis. It may not always be possible to calculate the distribution function for the variable.
1.64
-2.58,2.58
When you formulate and test a statistical hypothesis, you compute a test statistic (a numerical value using a formula depending on the test). If the test statistic falls in the critical region, it leads us to reject our hypothesis. If it does not fall in the critical region, we do not reject our hypothesis. The critical region is a numerical interval.