The exact distribution of the maximizing point of the two-sample empirical process
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
This paper deals with the smallest maximizing point τmn+ of the two-sample empirical process {Fm(x) - Gm(x): x ∈ R} where Fm(x) and Gn(x) are the empirical distribution functions of X1,..., Xm and Y1,..., Yn, respectively, which are two independent samples of i.i.d. random variables with common distribution function F(x). We determine the distribution function of τmn+ for finite subsample sizes m and n. It turns out to be a polynomial of degree m + n in the variable F(x). If m and n are relatively prime then τmn+ has distribution function F(x).
Details
Originalsprache | Englisch |
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Seiten (von - bis) | 11-16 |
Seitenumfang | 6 |
Fachzeitschrift | Journal of Nonparametric Statistics |
Jahrgang | 15 |
Ausgabenummer | 1 |
Publikationsstatus | Veröffentlicht - Feb. 2003 |
Peer-Review-Status | Ja |
Schlagworte
ASJC Scopus Sachgebiete
Schlagwörter
- Maximizer of the two-sample empirical process, Steck-Simmons determinants, Vincze-statistic