- Thesis:
- Bachelor in Mathematics 50%
- Author:
- Lukas Stefani
- Title:
- Der Kolmogorov-Smirnov-Test als Anwendung von symmetrischen Irrfahrten
- Supervisor:
- Jan JOHANNES
- Abstract:
- The aim of this work is to give an introduction to the topic of symmetrical random walks and to show their application using the Kolmogorov-Smirnov test. After the definition of symmetric random walks and the proof of their essential properties, 2n bridge paths are considered as a special case of symmetric random walks. Thereby, 2n bridge paths are characterized by specifying the distribution of their maximum and maximum absolute value. With this theoretical foundation, the conclusion of random walks to the Kolmogorov-Smirnov test can be drawn. After the introduction of the basic concepts of statistical testing, the test itself is presented. Finally, an application example follows.
- References:
- N. Henze. Irrfahrten - Faszination der Random Walks, Springer Spektrum, Wiesbaden, 2018.
| Statistics Group | Institute for Mathematics | Faculty of Mathematics and Computer Science | University Heidelberg |