A Uniform Bound for the Tail Probability of Kolmogorov-Smirnov Statistics.

Abstract

Let X sub 1, X sub 2,... be independent, identically distributed random variables with a continuous but unknown distribution function F. In testing goodness of fit, that is, we want to test F = F sub 0 for some specific choice of F sub 0, the commonly used test statistics are shown. The purpose of this paper is to give a bound for the tail probability of D sub n(-) in the following form.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1984
Accession Number
ADA141761

Entities

People

  • I. Hu

Organizations

  • Stanford University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • California
  • Computations
  • Data Science
  • Distribution Functions
  • Information Science
  • Military Research
  • New York
  • Order Statistics
  • Probability
  • Probability Distributions
  • Random Variables
  • Random Walk
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.