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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