On the power of one-sided Kolmogorov's test when the sample size is small
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 214-219
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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 ($n=5,10,20$).
@article{TVP_1974_19_1_a23,
author = {V. A. Epanechnikov},
title = {On the power of one-sided {Kolmogorov's} test when the sample size is small},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {214--219},
year = {1974},
volume = {19},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a23/}
}
V. A. Epanechnikov. On the power of one-sided Kolmogorov's test when the sample size is small. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 214-219. http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a23/