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Studying the Power of the Two-Sample Anderson–Darling Test in the Case of Contamination of One Sample

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We study the power of the two-sample Anderson–Darling test for fixed alternatives, when one sample is drawn from the standard normal distribution and the other is a mixture of two normal distributions. Using the modeling we study the behavior of the power function depending on the proportion of contamination for different sample sizes. For the same alternatives we compare the powers of Anderson–Darling and Kolmogorov–Smirnov tests. Similar results are obtained for the trimmed samples.

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References

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Authors and Affiliations

  1. National Research University Higher School of Economics, Moscow, Russia

    A. A. Makarov & G. I. Simonova

Authors
  1. A. A. Makarov
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  2. G. I. Simonova
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Correspondence to A. A. Makarov.

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Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, Vol. 20, pp. 40–51, 2007

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Makarov, A.A., Simonova, G.I. Studying the Power of the Two-Sample Anderson–Darling Test in the Case of Contamination of One Sample. J Math Sci 221, 580–587 (2017). https://doi.org/10.1007/s10958-017-3251-5

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  • DOI: https://doi.org/10.1007/s10958-017-3251-5

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