Email this article Studying the Power of the Two-Sample Anderson–Darling Test in the Case of Contamination of One Sample
- Authors: Makarov A.A.1, Simonova G.I.1
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Affiliations:
- National Research University Higher School of Economics
- Issue: Vol 221, No 4 (2017)
- Pages: 580-587
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/239052
- DOI: https://doi.org/10.1007/s10958-017-3251-5
- ID: 239052
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Abstract
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.
About the authors
A. A. Makarov
National Research University Higher School of Economics
Author for correspondence.
Email: amakarov@hse.ru
Russian Federation, Moscow
G. I. Simonova
National Research University Higher School of Economics
Email: amakarov@hse.ru
Russian Federation, Moscow
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