A note on the biasedness and unbiasedness of two-sample Kolmogorov-Smirnov test

被引：1

作者：

Bubeliny, Peter ^{[1
]}

机构：

[1] Charles Univ Prague, Fac Math & Phys, Dept Probabil & Math Stat, Sokolovsk 83, CR-18675 Prague, Czech Republic

来源：

STATISTICS & RISK MODELING | 2013年 / 30卷 / 02期

关键词：

Kolmogorov-Smirnov test; unbiasedness;

D O I：

10.1524/strm.2013.1129

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper deals with the two-sample Kolmogorov-Smirnov test and its biasedness. This test is not unbiased in general in case of unequal sample sizes. We identify most biased distributions for some values of significance level.. Moreover, we discovered that there exists numbers of observations and significance levels. such that this test is unbiased at level alpha.

引用

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页码：181 / 188

页数：8

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