Kolmogorov-Smirnov Limits on a CDF plot

Hi there,

Is there a way to plot KS limits on a CDF instead of the confidence interval?

Thanks, Tim

Answer 1

[Tom Lane]

Try running kstest with a sample of the appropriate size, just to get the fourth output argument. This is the critical value for the test, indicating a distance that is just significant at the desired level. Then you could plot the cdf +/- this critical value.