Abstract
For the general two-sample problem we introduce modifications of the Kolmogorov-Smirnov- and Cramèr-von Mises test by using various weight functions. We compare these modified tests with the classical Kolmogorov-Smirnov- and Cramèr-von Mises tests as well as with the Lepage test for location and scale alternatives including the same shape and different shapes of the distributions of the X- and Y-variables. The power comparison of the tests is carried out via Monte Carlo simulation assuming short-, medium- and long-tailed distributions as well as distributions skewed to the right. It turns out there is mostly a considerable gain of power by applying these modified versions of the Kolmogorov-Smirnov- and Cràmer-von Mises tests. On the basis of the power results an adaptive test is proposed which takes into account the given data set.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Communications in Statistics - Simulation and Computation
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
