Comparison of the Powers of the Kolmogorov-Smirnov Two-Sample Test and the Mann-Whitney Test for Different Kurtosis and Skewness Coefficients Using the Monte Carlo Simulation Method

M.Suphi Özçomak, Mahmut Kartal, Ötüken Senger and Ali Kemal Çelik

Journal of Statistical and Econometric Methods, 2013, vol. 2, issue 4, 5

Abstract: This study aims to compare the statistical powers of the Kolmogorov-Smirnov two-sample test and the Mann-Whitney test using the Monte Carlo simulation method, for specific sample sizes. The simulation results showed that the Mann-Whitney Test was more powerful for (5, 10) and (10, 5) sample sizes when the standard deviation rates were 2 and 1/2; for the (5, 20) sample size when the standard deviation rates were 2, 3, and 1/2; and for the (20, 5) sample size when the standard deviation rates were 1/2, 1/3, and 1/4. The Kolmogorov-Smirnov two-sample test was more powerful for (5, 10) and (10, 5) sample sizes when standard deviation rates were 3, 4, and 1/4; for the (10, 20) sample size for all standard deviation rates; for the (20, 10) sample size excepting the standard deviation of 1/2; and for the (20, 5) sample size when standard deviations were 2, 3, and 4.

Date: 2013
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