Abstract
The properties of the homogeneity tests of Smirnov, Lehmann-Rosenblatt, Anderson-Darling, k-sampling tests of Anderson-Darling and Zhang have been studied. Models of limiting distributions for k-sampling Anderson-Darling test under various numbers of compared samples have been presented. Power ratings have been obtained. Comparative analysis of the power of the homogeneity tests has been performed. The tests have been ordered in terms of power relative to various alternatives. Recommendations on the application of tests have been given.
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References
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Acknowledgments
The studies were carried out with the support of the Ministry of Education and Science of the Russian Federation in the framework of the state work “Ensuring the conduct of scientific research” (No. 1.4574.2017/6.7) and the design part of the state task (No. 1.1009.2017/4.6).
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Lemeshko, B.Y., Veretelnikova, I.V., Lemeshko, S.B., Novikova, A.Y. (2017). Application of Homogeneity Tests: Problems and Solution. In: Rykov, V., Singpurwalla, N., Zubkov, A. (eds) Analytical and Computational Methods in Probability Theory. ACMPT 2017. Lecture Notes in Computer Science(), vol 10684. Springer, Cham. https://doi.org/10.1007/978-3-319-71504-9_38
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DOI: https://doi.org/10.1007/978-3-319-71504-9_38
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