Suppose we made an error in implementing step (2) of Algorithm C5 for t3 by generating V ∼ uniform(−3/4, 3/4), forgetting the square root. Find the power of the Kolmogorov–Smirnov test for N = 1000 by...


Suppose we made an error in implementing step (2) of Algorithm C5 for t3 by generating V ∼ uniform(−3/4, 3/4), forgetting the square root. Find the power of the Kolmogorov–Smirnov test for N = 1000 by simulating from the wrong distribution and testing goodness-of-fit using the distribution function of Exercise 11.13.



May 03, 2022
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