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This paper contains a simple proof of Steck's recurrence equation for determining the power of the standard one-sided Kolmogorov test for a distribution function.
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References
Durbin, J. (1973) Distribution theory for tests based on the sample distribution function. Society for Industrial and Applied Mathematics, Philadelphia, Pa.Google Scholar
Pitman, E.J.G. (1972) Simple proofs of Steck's determinantal expressions for probabilities in the Kolmogorov and Smirnov tests. Bull. Austral. Math. Soc.7, 227–232.Google Scholar
Steck, G.P. (1971) Rectangle probabilities for uniform order statistics and the probability that the empirical distribution function lies between two distribution functions. Ann. Math. Statist.42, 1–11.CrossRefGoogle Scholar