Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems

Pyke, Ronald; Shorack, Galen R.

Ann. Math. Statist., Tome 39 (1968) no. 6, p. 755-771 / Harvested from Project Euclid

Résumé

An empirical stochastic process for two-sample problems is defined and its weak convergence studied. The results are based upon an identity which relates the two-sample empirical process to the more usual one-sample empirical process. Based on this identity a relatively simple proof of a Chernoff-Savage theorem is obtained. The $c$-sample analogues of these results are also included.

Publié le : 1968-06-14
Classification:

@article{1177698309,
     author = {Pyke, Ronald and Shorack, Galen R.},
     title = {Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems},
     journal = {Ann. Math. Statist.},
     volume = {39},
     number = {6},
     year = {1968},
     pages = { 755-771},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698309}
}

Pyke, Ronald; Shorack, Galen R. Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems. Ann. Math. Statist., Tome 39 (1968) no. 6, pp.  755-771. http://gdmltest.u-ga.fr/item/1177698309/