Statistical Tests Based on the Levy and Prohorov Metrics.
Abstract
The author develops non-parametric one-sample and two-sample goodness-of-fit tests using as test statistics the Levy and Prohorov distance between empirical distribution functions. Computational procedures are described for computing the test statistics. Recurrence equations are described for computing the distribution of the two-sample test statistics, using results about the maximal matchings in certain graphs. The asymptotic distribution of the one-sample test statistic is expressed in terms of the distribution of fluctuations in the sample path of the Brownian Bridge stochastic process. Tables of these distributions are given in the appendix.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1974
- Accession Number
- ADA003986
Entities
People
- Charles H. Alexander
Organizations
- University of North Carolina at Chapel Hill