Small Sample Distributions for Multi-Sample Statistics of the Smirnov Type
Birnbaum, Z. W. ; Hall, R. A.
Ann. Math. Statist., Tome 31 (1960) no. 4, p. 710-720 / Harvested from Project Euclid
Let \begin{equation*}\tag{1.1}X^{(i)}_1,X^{(i)}_2, \cdots, X^{(i)}_{n_i},\qquad i = 1, 2, \cdots, c,\end{equation*} be samples of $c$ independent random variables $X^{(i)}$ with continuous cumulative distribution functions $F^{(i)}$, and let \begin{equation*}\begin{align*}F^{\ast^{(i)}}(x) &= 0\qquad x &< X^{(i)}_1 \\ \tag{1.2}F^{\ast^{(i)}} (x) &= k/n_i\qquad X^{(1)}_k &\leqq x < X^{(1)}_{k+1}, 1 \leqq k < n_i \\ F^{\ast^{(i)}} (x) &= 1\qquad X^{(i)}_{ni} \leqq x\end{align*}\end{equation*} be the corresponding $c$ emprirical distribution functions. We define the statistics \begin{equation*}\tag{1.3} D(n_1, n_2, \cdots, n_c) = \sup_{\substack{x, i, j\\(i,j=1,2,\cdots,c)}} |F^{\ast(i)} (x) - F^{\ast(j)} (x)|\end{equation*} and \begin{equation*}\tag{1.4} D^+(n_1, n_2, \cdots, n_c) = \sup_{\substack{x,i,j\\(i r\rbrack \\ P\lbrack D(n, n, \cdots, n) \leqq r\rbrack \geqq 1 - \lbrack c(c - 1)(c - 2)/6\rbrack P\lbrack D(n, n, n) > r\lbrack\end{align*}\end{equation*} are noted, which may be useful for values of $c \geqq 4$ for which tables are not available.
Publié le : 1960-09-14
Classification: 
@article{1177705797,
     author = {Birnbaum, Z. W. and Hall, R. A.},
     title = {Small Sample Distributions for Multi-Sample Statistics of the Smirnov Type},
     journal = {Ann. Math. Statist.},
     volume = {31},
     number = {4},
     year = {1960},
     pages = { 710-720},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177705797}
}
Birnbaum, Z. W.; Hall, R. A. Small Sample Distributions for Multi-Sample Statistics of the Smirnov Type. Ann. Math. Statist., Tome 31 (1960) no. 4, pp.  710-720. http://gdmltest.u-ga.fr/item/1177705797/