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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1968 Volume 13, Issue 4, Pages 725–730 (Mi tvp929)

This article is cited in 18 papers

Short Communications

The significance level and power of two-sided Kolmogorov's test in case of small sample sizes

V. A. Epanechnikov

Moscow

Abstract: Calculating $n$-dimensional ($1\le n<\infty$) integrals over a domain restricted by $(n+1)$-dimensional hyperplanes, we obtain a recurrent relation for the significance level $\beta_n$ and power $P_n$ of two-sided Kolmogorov's test which can be used to get exact values of $\beta_n$ and $P_n$ in case of small sample sizes.

Received: 01.02.1967


 English version:
Theory of Probability and its Applications, 1968, 13:4, 686–690

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