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 languageEnglish
Pages (from-to)11-16
Number of pages6
JournalJournal of Nonparametric Statistics
Volume15
Issue number1
Publication statusPublished - Feb 2003
Peer-reviewedYes

Keywords

Keywords

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

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