A Simulation Study of One- and Two-Sample Kolmogorov-Smirnov Statistics with a Particular Weight Function
Abstract Critical values for the one-sample and the two-sample Kolmogorov-Smirnov statistics with a particular weight function are compared and found to be greatly different. The difference is shown to be due to the marked sensitivity of the one-sample statistic to the values of the first and last order statistics of the sample distribution.