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Asymptotic Efficiency of the Two Sample Kolmogorov-Smirnov Test

 

作者: Jerome Klotz,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1967)
卷期: Volume 62, issue 319  

页码: 932-938

 

ISSN:0162-1459

 

年代: 1967

 

DOI:10.1080/01621459.1967.10500904

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A simple derivation of asymptotic efficiency for the two sample Kolmogorov-Smirnov statistic is given and evaluated for normal location and normal scale alternatives. Using equal samples to simplify the derivation, the limiting efficiency is obtained by letting the type I error α go to zero while the type II error goes to β, 0 < β < 1. For unimodal symmetric location alternatives, the efficiency is the same as that obtained for the Mood and Brown median test. Limits of relative efficiencies for alternatives which approach the null hypothesis are 2/π for normal location alternatives and (πe)−1for normal scale alternatives.

 

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