Some Renyi Type Limit Theorems for Empirical Distribution Functions
Csorgo, Miklos
Ann. Math. Statist., Tome 36 (1965) no. 6, p. 322-326 / Harvested from Project Euclid
Let $F_n(x)$ denote the empirical distribution function of a random sample of size $n$ drawn from a population having continuous distribution function $F(x)$. In Section 3 the limiting distribution of the supremum of the random variables $\{F_n(x) - F(x)\}/F_n(x), |F_n(x) - F(x)|/F_n(x), \{F_n(x) - F(x)\}/(1 - F(x)), |F_n(x) - F(x)|/(1 - F(x)), \{F_n(x) - F(x)\}/(1 - F_n(x)), |F_n(x) - F(x))|/(1 - F_n(x))$ is derived where sup is taken over suitable ranges of $x$ respectively. Relevant tests and some combinations of them are also discussed briefly in Section 3.
Publié le : 1965-02-14
Classification: 
@article{1177700296,
     author = {Csorgo, Miklos},
     title = {Some Renyi Type Limit Theorems for Empirical Distribution Functions},
     journal = {Ann. Math. Statist.},
     volume = {36},
     number = {6},
     year = {1965},
     pages = { 322-326},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177700296}
}
Csorgo, Miklos. Some Renyi Type Limit Theorems for Empirical Distribution Functions. Ann. Math. Statist., Tome 36 (1965) no. 6, pp.  322-326. http://gdmltest.u-ga.fr/item/1177700296/