The Asymptotic Behavior of the Smirnov Test Compared to Standard "Optimal Procedures"
Kalish, George ; Mikulski, Piotr W.
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 1742-1747 / Harvested from Project Euclid
Let $X_1, X_2,\cdots, X_m, Y_1, Y_2,\cdots, Y_n$ be independent random samples from absolutely continuous distributions $F$ and $G$ respectively. Several standard tests of the hypothesis $H:F = G$ against the one-sided shift alternative $A: G(v) = F(v - \theta); (\theta > 0)$, are defined in terms of $F$. If, however, the true distributions of $X$'s and $Y$'s are $\Psi(v)$ and $\Psi(v - \theta)$ respectively, with $\Psi$ not necessarily equal to $F$, these tests are no longer optimal. It will be shown that there exist continuous distributions $\Psi$ (with density $\psi$), which are quite similar to $F$ but for which the Smirnov test--in terms of generalized Pitman efficiency (defined below) is considerably superior.
Publié le : 1971-10-14
Classification: 
@article{1177693174,
     author = {Kalish, George and Mikulski, Piotr W.},
     title = {The Asymptotic Behavior of the Smirnov Test Compared to Standard "Optimal Procedures"},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 1742-1747},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693174}
}
Kalish, George; Mikulski, Piotr W. The Asymptotic Behavior of the Smirnov Test Compared to Standard "Optimal Procedures". Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  1742-1747. http://gdmltest.u-ga.fr/item/1177693174/