Some notes on biasedness and unbiasedness of two-sample Kolmogorov-Smirnov test

Details Some notes on biasedness and unbiasedness of two-sample Kolmogorov-Smirnov test Some notes on biasedness and unbiasedness of two-sample Kolmogorov-Smirnov test

2011-06-28

arxiv.org/abs/1106.5598v1

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7 pages, 1 figure

Scientific paper

This paper deals with two-sample Kolmogorov-Smirnov test and its biasedness.
This test is not unbiased in general in case of different sample sizes. We
found out most biased distribution for some values of significance level
$\alpha$. Moreover we discovered that there exists number of observation and
significance level $\alpha$ such that this test is unbiased at level $\alpha$.

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