Power of k-Sample Tests Aimed at Checking the Homogeneity of Laws

Abstract

We construct models of the limit distributions of the Anderson–Darling k-sample homogeneity test. We propose new k-sample homogeneity tests based on the use of Smirnov, Lehmann–Rosenblatt, and Anderson–Darling two-sample tests. We present models of the limit distributions for the proposed tests. We also perform the comparative analysis of the power of the set of k-sample tests, including the Zhang tests.