A note on the biasedness and unbiasedness of two-sample Kolmogorov-Smirnov test

Abstract

This paper deals with the two-sample Kolmogorov-Smirnov test and its biasedness. This test is not unbiased in general in case of unequal sample sizes.

We identify the most biased distributions for some values of significance level alpha. Moreover, we discovered that there exists numbers of observations and significance leves alpha such that this test is unbiased at level alpha.

Keywords

• Kolmogorov-Smirnov test
• unbiasedness