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

Abstract 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 α . Moreover, we discovered that there exists numbers of observations and significance levels α such that this test is unbiased at level α .

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Year of publication:	2013
Authors:	Bubeliny, Peter
Published in:	Statistics & Risk Modeling. - Oldenbourg Wissenschaftsverlag GmbH, ISSN 2193-1402, ZDB-ID 2630803-4. - Vol. 30.2013, 2, p. 181-188
Publisher:	Oldenbourg Wissenschaftsverlag GmbH
Subject:	Kolmogorov-Smirnov test \| Unbiasedness

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Type of publication:	Article
Language:	Undetermined
Other identifiers:	10.1524/strm.2013.1129 [DOI]
Source:	Other ZBW resources

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