A newbie question (please provide detailed answers): I am trying to use the Kolmogorov–Smirnov test. I managed to calculate the difference between the empirical points and the theoretical distribution $D$ (following Wikipedia). But then I am a bit confused about the test:
- Is the null hypothesis that the empirical data is or is not distributed according to the theoretical distribution?
- How do I determine the critical level $\alpha$ when I have $D$? I can use this class to calculate the Kolmogorov Smirnov distribution.
I think I have all the ingredients, but I am not sure how to put them together.