Some Properties of Two-Sample Kolmogorov–Smirnov Test in the Case of Contamination of One of the Samples

Аннотация

We discuss some properties of the two-sample Kolmogorov–Smirnov test for trimmed samples, one of which is drawn from the standard normal distribution and another is a mixture of two normal distributions. Using mathematical simulation, we show the insensibility of the test to small portions of contamination. Some properties of the test for moderate rates of contamination are demonstrated.