Exact Bahadur Efficiencies for the Kolmogorov-Smirnov and Kuiper One- and Two-Sample Statistics
Exact Bahadur Efficiencies for the Kolmogorov-Smirnov and Kuiper One- and Two-Sample Statistics
1. Introduction. In 1960, Bahadur [3] proposed two measures of the asymptotic performance of tests: one approximate measure, based on the limiting distribution of the test statistic; and one exact, based on the limiting form of the probability of a large deviation of the statistic from its asymptotic mean. Although …