AISM 54, 577-584
© 2002 ISM
(Received July 21, 2000; revised April 9, 2001)
Abstract. The distribution of Kolmogorov-Smirnov statistic can be globally approximated by a general beta distribution. The approximation is very simple and accurate. It can be easily implemented in any statistical software. Therefore, we can use a beta distribution to find the practical $p$-value of a goodness-of-fit test, which is much simpler than existing methods in the literature.
Key words and phrases: Kolmogorov-Smirnov statistic, beta distribution, approximation, skewness, kurtosis, $p$-value.
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