Abstract

The two-sample Kolmogorov–Smirnov and Anderson–Darling tests assess the hypothesis that two given samples come from the same population. In this paper, the power of each test was measured using a variety of alternative distributions and varying the sample size. Recommendations for the more powerful test for each common distribution are given, depending on whether the distribution has heavy or light tails.

中文翻译：

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Kolmogorov-Smirnov 和 Anderson-Darling 双样本检验的功耗考虑因素

摘要

双样本 Kolmogorov-Smirnov 和 Anderson-Darling 检验评估两个给定样本来自同一总体的假设。在本文中，使用各种替代分布和不同的样本量来测量每个测试的功效。根据分布是否有重尾或轻尾，给出了对每个常见分布进行更强大测试的建议。