KSTestStat {Dowd} | R Documentation |

## Plots cumulative density for KS test and computes confidence interval for KS test stat.

### Description

Kolmogorov-Smirnov (KS) test statistic is a non parametric test for distribution equality and measures the maximum distance between two cdfs. Formally, the KS test statistic is :

`D=\max_i|F(X_i)-\hat{F}(X_i)|`

### Usage

```
KSTestStat(number.trials, sample.size, confidence.interval)
```

### Arguments

`number.trials` |
Number of trials |

`sample.size` |
Sizes of the trial samples |

`confidence.interval` |
Confidence interval expressed as a fraction of 1 |

### Value

Confidence Interval for KS test stat

### Author(s)

Dinesh Acharya

### References

Dowd, K. Measuring Market Risk, Wiley, 2007.

Chakravarti, I. M., Laha, R. G. and Roy, J. Handbook of Methods of #' Applied Statistics, Volume 1, Wiley, 1967.

### Examples

```
# Plots the cdf for KS Test statistic and returns KS confidence interval
# for 100 trials with 1000 sample size and 0.95 confidence interval
KSTestStat(100, 1000, 0.95)
```

[Package

*Dowd*version 0.12 Index]