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Title: Comparative Analysis of the Powers of the Two-Sample Kolmogorov–Smirnov and Anderson–Darling Tests Under Various Alternatives

Abstract

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.

Authors:
;  [1]
  1. National Research University Higher School of Economics (Russian Federation)
Publication Date:
OSTI Identifier:
22771596
Resource Type:
Journal Article
Journal Name:
Journal of Mathematical Sciences
Additional Journal Information:
Journal Volume: 228; Journal Issue: 5; Conference: International seminar on stability problems for stochastic models, Zakopane (Poland), 31 May - 5 Jun 2009; Other Information: Copyright (c) 2018 Springer Science+Business Media, LLC, part of Springer Nature; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); Journal ID: ISSN 1072-3374
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; COMPARATIVE EVALUATIONS; DISTRIBUTION FUNCTIONS; SIMULATION; STATISTICS; SYMMETRY

Citation Formats

Makarov, A. A., and Simonova, G. I., E-mail: gsimonova@yahoo.com. Comparative Analysis of the Powers of the Two-Sample Kolmogorov–Smirnov and Anderson–Darling Tests Under Various Alternatives. United States: N. p., 2018. Web. doi:10.1007/S10958-017-3638-3.
Makarov, A. A., & Simonova, G. I., E-mail: gsimonova@yahoo.com. Comparative Analysis of the Powers of the Two-Sample Kolmogorov–Smirnov and Anderson–Darling Tests Under Various Alternatives. United States. doi:10.1007/S10958-017-3638-3.
Makarov, A. A., and Simonova, G. I., E-mail: gsimonova@yahoo.com. Thu . "Comparative Analysis of the Powers of the Two-Sample Kolmogorov–Smirnov and Anderson–Darling Tests Under Various Alternatives". United States. doi:10.1007/S10958-017-3638-3.
@article{osti_22771596,
title = {Comparative Analysis of the Powers of the Two-Sample Kolmogorov–Smirnov and Anderson–Darling Tests Under Various Alternatives},
author = {Makarov, A. A. and Simonova, G. I., E-mail: gsimonova@yahoo.com},
abstractNote = {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.},
doi = {10.1007/S10958-017-3638-3},
journal = {Journal of Mathematical Sciences},
issn = {1072-3374},
number = 5,
volume = 228,
place = {United States},
year = {2018},
month = {2}
}