Limiting Distributions of Kolmogorov-Smirnov Type Statistics Under the Alternative
Raghavachari, M.
Ann. Statist., Tome 1 (1973) no. 2, p. 67-73 / Harvested from Project Euclid
Let $X_1, X_2, \cdots$ be a sequence of independent and identically distributed random variables with the common distribution being uniform on [0, 1]. Let $Y_1, Y_2, \cdots$ be a sequence of i.i.d. variables with continuous $\operatorname{cdf}F(t)$ and with [0, 1] support. Let $F_n(t, \omega)$ denote the empirical distribution function based on $Y_1(\omega), \cdots, Y_n(\omega)$ and let $G_m(t, \omega)$ the empirical $\operatorname{cdf}$ pertaining to $X_1(\omega), \cdots, X_m(\omega)$. Let $\sup_{0\leqq t \leqq 1}|F(t) - t| = \lambda$ and $D_n = \sup_{0 \leqq t \leqq 1}|F_n(t, \omega) - t|$. The limiting distribution of $n^{\frac{1}{2}}(D_n - \lambda)$ is obtained in this paper. The limiting distributions under the alternative of the corresponding one-sided statistic in the one-sample case and the corresponding Smirnov statistics in the two-sample case are also derived. The asymptotic distributions under the alternative of Kuiper's statistic are also obtained.
Publié le : 1973-01-14
Classification: 
@article{1193342382,
     author = {Raghavachari, M.},
     title = {Limiting Distributions of Kolmogorov-Smirnov Type Statistics Under the Alternative},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 67-73},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1193342382}
}
Raghavachari, M. Limiting Distributions of Kolmogorov-Smirnov Type Statistics Under the Alternative. Ann. Statist., Tome 1 (1973) no. 2, pp.  67-73. http://gdmltest.u-ga.fr/item/1193342382/