I was reading that the Kolmogorov Smirnov 2 sample test is consistent, that is Probability of rejection under $H_1$ is 1 for sample size going to infinity.
Say we have 2 random variables X and Y. K-S Test checks if $F=G$.
The test statistics is: $sup_z|F_n(z)-G_n(z)|$
The test is consistent (for some level $\alpha$) means :
$$Lim_{n\rightarrow \infty}P(sup_z|F_n(z)-G_n(z)|>D_{n,\alpha})=1$$
where $G_n$ is the empirical cdf distribution of Y and $G_n(y)=\sum_{i=1}^n\frac{\mathbb{1}_{Y_i<y}}{m}$ where m is the number of sample of Y.
$F_n$ is the empirical cdf of X, $F_n(X)=\sum_{i=1}^n\frac{\mathbb{1}_{X_i<x}}{n}$ where n is the number of sample of X.
I cannot prove the consistency can anyone help in it ?
Thanks in advance.