Journal of Mathematical Sciences

, Volume 221, Issue 4, pp 580–587 | Cite as

Studying the Power of the Two-Sample Anderson–Darling Test in the Case of Contamination of One Sample

  • A. A. Makarov
  • G. I. Simonova

We study the power of the two-sample Anderson–Darling test for fixed alternatives, when one sample is drawn from the standard normal distribution and the other is a mixture of two normal distributions. Using the modeling we study the behavior of the power function depending on the proportion of contamination for different sample sizes. For the same alternatives we compare the powers of Anderson–Darling and Kolmogorov–Smirnov tests. Similar results are obtained for the trimmed samples.


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Copyright information

© Springer Science+Business Media New York 2017

Authors and Affiliations

  1. 1.National Research University Higher School of EconomicsMoscowRussia

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