The exact distribution of the maximizing point of the two-sample empirical process

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

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

OriginalspracheEnglisch
Seiten (von - bis)11-16
Seitenumfang6
FachzeitschriftJournal of Nonparametric Statistics
Jahrgang15
Ausgabenummer1
PublikationsstatusVeröffentlicht - Feb. 2003
Peer-Review-StatusJa

Schlagworte

Schlagwörter

  • Maximizer of the two-sample empirical process, Steck-Simmons determinants, Vincze-statistic

Bibliotheksschlagworte