COMPARATIVE ANALYSIS OF THE POWERS OF THE TWO-SAMPLE KOLMOGOROV-SMIRNOV AND ANDERSON-DARLING TESTS UNDER VARIOUS ALTERNATIVES

A. A. Makarov; G. I. Simonova

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COMPARATIVE ANALYSIS OF THE POWERS OF THE TWO-SAMPLE KOLMOGOROV-SMIRNOV AND ANDERSON-DARLING TESTS UNDER VARIOUS ALTERNATIVES

机译：不同方案下两个样本Kolmogorov-SMIRNOV和安德森-达林测试的功效比较分析

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In this paper we conduct a comparative analysis of the powers of the two-sample Kolmogorov-Smirnov and Anderson-Darling tests under various alternatives using simulation. We consider two examples. In the first example the alternatives to the standard normal distribution are the distributions of the so-called contaminated normal model. We study the influence of a small contamination with a positive shift on the powers of the test. In the second example the alternatives are the logistic and the Laplace distributions, which are symmetric and differ in shape from the normal distribution having a larger kurtosis coefficient and heavier tails.

机译：在本文中，我们使用模拟对两种样本的Kolmogorov-Smirnov和Anderson-Darling检验的功效进行了比较分析。我们考虑两个例子。在第一个示例中，标准正态分布的替代方案是所谓的污染正态模型的分布。我们研究了正向位移对小污染物的影响，对测试的功效。在第二个示例中，替代方案是逻辑分布和拉普拉斯分布，它们对称且形状与具有较大峰度系数和较重尾部的正态分布不同。

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《Journal of Mathematical Sciences》 |2018年第5期|495-500|共6页
作者
A. A. Makarov; G. I. Simonova;
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National Research University Higher School of Economics, Moscow, Russia;

National Research University Higher School of Economics, Moscow, Russia;

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COMPARATIVE ANALYSIS OF THE POWERS OF THE TWO-SAMPLE KOLMOGOROV-SMIRNOV AND ANDERSON-DARLING TESTS UNDER VARIOUS ALTERNATIVES

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