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Comparing Quantiles for the Kolmogorov-Smirnov and Kolmogorov-Lilliefors Test Statistics 0/1 point (graded) Let X1, ..., Xn ~ N (M, 62), let Fn (1 ) =

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Comparing Quantiles for the Kolmogorov-Smirnov and Kolmogorov-Lilliefors Test Statistics 0/1 point (graded) Let X1, ..., Xn ~ N (M, 62), let Fn (1 ) = = [1(Xis1) denote their empirical distribution, and let @,2denote the cdf of the distribution N (1, 62). Recall that in the Kolmogorov-Smirnov test, we considered the test statistic In = Vn sup | Fn (1) - Du,of TEK In the Kolmogorov-Lilliefors test, we consider the test statistic In = Vn sup | Fn(1) - 1-H,of Let qn denote the 1 - 7 quantile of In (i.e., P(Tn 2 qn) = ) and let qn denote the 1 - 7 quantile of In (i.e., P(T , > gh) = n) . Which of the following do you expect to be true? Hint: Start by arguing informally which of Qu,62 and Du,2 better approximates Fn. O an > an O an qh or an

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