The exact distribution of the maximizing point of the two-sample empirical process
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Contributors
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
Original language | English |
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Pages (from-to) | 11-16 |
Number of pages | 6 |
Journal | Journal of Nonparametric Statistics |
Volume | 15 |
Issue number | 1 |
Publication status | Published - Feb 2003 |
Peer-reviewed | Yes |
Keywords
ASJC Scopus subject areas
Keywords
- Maximizer of the two-sample empirical process, Steck-Simmons determinants, Vincze-statistic