Hypothesis Testing Definition 1: Let x1,…,xn be an ordered sample with x1 ≤ … ≤ xn and define Sn(x) as follows: Now suppose that the sample comes from a population with cumulative distribution function F(x) and define Dn as follows: Observation: It can be shown that Dn doesn’t depend on F. Since Sn(x) depends on the sample chosen, Dn is … Continue reading Kolmogorov-Smirnov Test for Normality