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Exact and Limiting Probability Distributions of Some Smirnov Type Statistics
Published online by Cambridge University Press: 20 November 2018
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Let F(x) be the continuous distribution function of a random variable X and Fn(x) be the empirical distribution function determined by a random sample X1, …, Xn taken on X. Using the method of Birnbaum and Tingey [1] we are going to derive the exact distributions of the random variables
and and where the indicated sup' s are taken over all x' s such that -∞ < x < xb and xa ≤ x < + ∞ with F(xb) = b, F(xa) = a in the first two cases and over all x' s so that Fn(x) ≤ b and a ≤ Fn(x) in the last two cases.
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- Copyright © Canadian Mathematical Society 1965
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