Kolmogorov-Smimov statistic given by D₂ sup| F(x)-S₂(x) | x 1. The two sided I where F(x) is a continuous population cumulative distribution function and S, (x) is the empirical distribution function Prove that D, is completely distribution free

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1 The two sided Kolmogorov-Smimov statistic given by
sup
D =
F(x)-5,(x)|
where F(x) is a continuous population cumulative distribution function and S,(x) is the
empirical distribution function Prove that D, is .completely distribution free
Transcribed Image Text:1 The two sided Kolmogorov-Smimov statistic given by sup D = F(x)-5,(x)| where F(x) is a continuous population cumulative distribution function and S,(x) is the empirical distribution function Prove that D, is .completely distribution free
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