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I have a basic question , I wanna to calculate the power of one sample kstest. Please help me out . I have the sample of 76 data. Calculated the h,p,k,cv for the given sample but not able to calculate the power . thanks in advance.

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  • $\begingroup$ The issue is the same as for any test with broad alternatives, including most goodness of fit tests -- see the explanation here. In particular, consider the third sentence "To compute the power you need to specify a particular alternative"; that post then goes on to illustrate an approach to computing power for specific alternatives and sequences of alternatives. $\endgroup$
    – Glen_b
    Commented Jul 11, 2015 at 11:36

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The problem is that the distribution of the Kolmogorov-Smirnov statistic will vary greatly depending on the underlying distribution of the data when the null hypothesis is false. So you would need to specify exactly how the null is not true in order to even get started answering this question. My guess is that you can't get a very satisfactory answer to this in general.

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