ASM Example 38B

[akfisherman]

The null for the Kolmogorov-Smirnov Test is that the model fits. The alternative is that the model doesn't fit. Based on our K-S Stat, in this example, we accept the null at the 1%, but reject it at the 10% level.

Generally speaking, if we reject the null at the 10% level, shouldn't we also reject it at the 1% level?

[akfisherman]

Generally speaking, if we reject the null at the 10% level, shouldn't we also reject it at the 1% level?

Oops. :oops: We all know that if we reject at a 10% level, this does not necessarily mean that we reject at the 1% level. In the reversed situation however, if we rejected at the 1% level, then we must also reject at the 10% level.