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Some Fundamental Properties of Kolmogorov-Smirnov Consonance Sets

Anthony A. Salvia
Technometrics
Vol. 22, No. 1 (Feb., 1980), pp. 109-111
DOI: 10.2307/1268389
Stable URL: http://www.jstor.org/stable/1268389
Page Count: 3
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Some Fundamental Properties of Kolmogorov-Smirnov Consonance Sets
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Abstract

Consonance sets are obtained by inverting inequalities for goodness-of-fit statistics which are considered as functions of the parameters of a model distribution. In this paper we present some evidence to indicate that the use of the Kolmogorov-Smirnov statistic assures reasonable results for location and scale parameters. Specifically, the consonance sets obtained are convex and finite. The development also provides a method for set construction. An example shows that the discrete X2 statistic does not in general yield convex sets.

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