Author: Nicolas Baradel

Nicolas Baradel is a former student of ENSAE and a member of the French Institute of Actuaries (Institut des Actuaires). He is assistant in Actuarial science at ENSAE-CREST and is preparing a PhD in applied mathematics at Université Paris-Dauphine. Previously, he worked at the Group Risk Management of AXA in casualty insurance and their applications to R. He is the author of the French book on R Langage R : Application à la statistique, à l'actuariat et à la finance.
Kolmorov-Smirnov test: A usual error

Kolmorov-Smirnov test: A usual error

The Kolmogorov-Smirnov test is a non-parametric test whose purpose is to test that if the true distribution of some i.i.d. sample is some specific distribution. However, the test is often used in order to test if the true distribution belongs to some family of distribution (for example, the Gaussian family) where we estimate the parameters. …

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