Summarize the relative merits of using the weighted versus unweighted Kolmogorov–Smirnov test. Also discuss the merits of the Kolmogorov–Smirnov test relative to comparing measures of location.
Consider two independent groups having identical distributions. Suppose four observations are randomly sampled from the first and three from the second. Determine P(D = 1) and P(D = .75), where D is given by Eq. (5.4). Verify your results with the S-PLUS function kssig.
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