Abstract
The two-sample Kolmogorov–Smirnov test can lose power as the size of one sample grows while the size of the other sample remains constant. In this case, a paradoxical situation takes place: the use of additional observations weakens the ability of the test to reject the null hypothesis when it is false.
Information
Published: 1 January 2010
First available in Project Euclid: 29 November 2010
MathSciNet: MR2808367
Digital Object Identifier: 10.1214/10-IMSCOLL707
Subjects:
Primary:
62G10
Keywords:
Kolmogorov goodness-of-fit test
,
Kolmogorov–Smirnov two-sample test
,
unbiasedness
Rights: Copyright © 2010, Institute of Mathematical Statistics
