Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

Anderson, T. W.; Darling, D. A.

Ann. Math. Statist., Tome 23 (1952) no. 4, p. 193-212 / Harvested from Project Euclid

Résumé

The statistical problem treated is that of testing the hypothesis that $n$ independent, identically distributed random variables have a specified continuous distribution function $F(x)$. If $F_n(x)$ is the empirical cumulative distribution function and $\psi(t)$ is some nonnegative weight function $(0 \leqq t \leqq 1)$, we consider $n^{\frac{1}{2}} \sup_{-\infty

Publié le : 1952-06-14
Classification:

@article{1177729437,
     author = {Anderson, T. W. and Darling, D. A.},
     title = {Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes},
     journal = {Ann. Math. Statist.},
     volume = {23},
     number = {4},
     year = {1952},
     pages = { 193-212},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729437}
}

Anderson, T. W.; Darling, D. A. Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes. Ann. Math. Statist., Tome 23 (1952) no. 4, pp.  193-212. http://gdmltest.u-ga.fr/item/1177729437/