Journal of Mathematical Sciences

, Volume 220, Issue 6, pp 718–723 | Cite as

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

Article

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.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. 1.
    L. N. Bolshev and N. V. Smirnov, Tables of Mathematical Statistics [in Russian], Nauka, Moscow (1983).Google Scholar
  2. 2.
    V. A. Vasenin, A. V. Galatenko, and A.A. Makarov, “Analysis of individual traffic components in systems of active audit of computer networks,” in: Proceedings of MSIT conference “Mathematics and Security of Information Technology,” MCNMO, Moscow (2004), pp. 352–365.Google Scholar
  3. 3.
    A. A. Makarov, N. L. Kovba, G. I. Simonova, and A. M. Polischuk, “Behavior of distributions of different computer network components and network security,” in: Proccedings of the conference “New Information Technologies in University Education”, SibGUTII, Novosibirsk (2003), pp. 148–150.Google Scholar
  4. 4.
    A. A. Makarov, G. I. Simonova, and N. L. Kovba, “Using Kolmogorov–Smirnov statistics in the problems of computer network security,” in: Proceedings of international conference “Kolmogorov and modern matematics”, MSU, Moscow (2003), pp. 645–646.Google Scholar

Copyright information

© Springer Science+Business Media New York 2016

Authors and Affiliations

  1. 1.National Research University Higher School of EconomicsMoscowRussia

Personalised recommendations