Some notes on biasedness and unbiasedness of two-sample Kolmogorov-Smirnov test

Abstract

This paper deals with two-sample Kolmogorov-Smirnov test and its biasedness. This test is not unbiased in general in case of different sample sizes. We found out most biased distribution for some values of significance level α. Moreover we discovered that there exists number of observation and significance level α such that this test is unbiased at level α.

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