A Generalized Fitting Algorithm Using the Kolmogorov-Smirnov Test
Naoshi Sakamoto · International Journal of Computer Theory and Engineering · 2017
In this paper, I propose a fitting algorithm for a probability distribution for observations by using the Kolmogorov-Smirnov test.Drezner et al. propose an algorithm that calculates the mean and standard deviation of a normal distribution of observations in order to minimize the KS statistic of the Kolmogorov-Smirnov test.I generalize the algorithm of Drezner et al. and obtain the necessary conditions that enable other probability distributions to be applied.I show that it may be applied to well-known probability distributions.