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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1974 Volume 19, Issue 1, Pages 214–219 (Mi tvp2787)

Short Communications

On the power of one-sided Kolmogorov's test when the sample size is small

V. A. Epanechnikov

Moscow

Abstract: We obtain a recurrent relation for the power $P_n$ of one-sided Kolmogorov's test useful when the sample size $n$ is small. In some simple cases exact lower bounds for the power are found. The power $P_n$ for two biased normal distribution functions is tabulated ($n=5,10,20$).

Received: 17.01.1972


 English version:
Theory of Probability and its Applications, 1974, 19:1, 207–212

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© Steklov Math. Inst. of RAS, 2024