On the Efficiency of a Competitor of the Two-Sample Kolmogorov-Smirnov and Kuiper Tests

Littell, Ramon C.

Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1991-1992 / Harvested from Project Euclid

Résumé

In a paper by Abrahamson [1], it is shown that the Kuiper test generally performs better than the Kolmogorov-Smirnov (K-S) test according to exact Bahadur relative efficiency. The present note concerns the Bahadur efficiency of a related test statistic $U_n$ whose exact null probability distribution is available in the two-sample case with equal sample sizes. It is shown that $U_n$ is often more efficient than the K-S test and may even be as efficient as the Kuiper test.

Publié le : 1972-12-14
Classification:

@article{1177690871,
     author = {Littell, Ramon C.},
     title = {On the Efficiency of a Competitor of the Two-Sample Kolmogorov-Smirnov and Kuiper Tests},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1991-1992},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177690871}
}

Littell, Ramon C. On the Efficiency of a Competitor of the Two-Sample Kolmogorov-Smirnov and Kuiper Tests. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1991-1992. http://gdmltest.u-ga.fr/item/1177690871/