Statistical distribution convergence and homogeneity test power for Smirnov and Lehmann—Rosenblatt tests
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The distributions are examined for the statistics for the Smirnov and Lehmann—Rosenblatt homogeneity tests for restricted sample volumes and the convergence of them in the limit. A correction is proposed that provides closeness of the Smirnov statistic distribution to the limiting Kolmogorov one. The power of the tests is compared in relation to various alternatives.
Key wordsSmirnov Lehmann—Rosenblatt homogeneity tests test power
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