On the Approximation of a Distribution Function by an Empiric Distribution

Blackman, Jerome

Ann. Math. Statist., Tome 26 (1955) no. 4, p. 256-267 / Harvested from Project Euclid

Résumé

Let $x_1, \cdots, x_n$ be independent chance variables with the common distribution function $F(x)$ and the empiric distribution function $F^\ast(x)$. Let $a_n$ be the value of $a$ which minimizes (1) below. In this paper the asymptotic distribution of $\sqrt{n} a_n$ is obtained, subject to certain restrictions on $F(x)$.

Publié le : 1955-06-14
Classification:

@article{1177728542,
     author = {Blackman, Jerome},
     title = {On the Approximation of a Distribution Function by an Empiric Distribution},
     journal = {Ann. Math. Statist.},
     volume = {26},
     number = {4},
     year = {1955},
     pages = { 256-267},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728542}
}

Blackman, Jerome. On the Approximation of a Distribution Function by an Empiric Distribution. Ann. Math. Statist., Tome 26 (1955) no. 4, pp.  256-267. http://gdmltest.u-ga.fr/item/1177728542/