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

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 cont...

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Bibliographic Details
Published in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2017-03, Vol.221 (4), p.580-587
Main Authors: Makarov, A. A., Simonova, G. I.
Format: Article
Language:English
Subjects:
Analysis
Contamination
Mathematics
Mathematics and Statistics
Normal distribution
Probability distributions
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Summary: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.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-017-3251-5