The Annals of Mathematical Statistics

Pitman Efficiencies of Kolmogorov-Smirnov Tests

C. S. Yu

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Abstract

A comparison, by means of Pitman asymptotic efficiency, is made between the Kolmogorov-Smirnov test and the locally most powerful rank and the locally asymptotically most powerful (Neyman) test for testing two-sided shifts in the two-sample problem under the assumption that the true distribution is different from the one assumed. It is shown that the behavior of the bounds for the Pitman asymptotic efficiencies are the same as those for testing the one-sided shift using the Smirnov test in place of the Kolmogorov-Smirnov test.

Article information

Source
Ann. Math. Statist., Volume 42, Number 5 (1971), 1595-1605.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177693158

Digital Object Identifier
doi:10.1214/aoms/1177693158

Mathematical Reviews number (MathSciNet)
MR343457

Zentralblatt MATH identifier
0238.62046

JSTOR
links.jstor.org

Citation

Yu, C. S. Pitman Efficiencies of Kolmogorov-Smirnov Tests. Ann. Math. Statist. 42 (1971), no. 5, 1595--1605. doi:10.1214/aoms/1177693158. https://projecteuclid.org/euclid.aoms/1177693158


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