Abstract:
Let X1,…,Xn be independent random variables with continuous distribution function F(x),
Fn(t)=n−1n∑i=1I(t−Xi)
be an associated empirical distribution function and Vn(t) be an empirical process:
Vn(t)=√n[Fn(t)−F(t)].
In the paper the recurrent formula (5) for the probabilities
P{Vn(t)<h(t)∀t:0<F(t)<1}
is given, where the function h(t) supposed to be right-continuous. We use this formula for the computation of distribution functions of weighted Smirnov's statistics for a finite sample sizes (formulas (2) and (3)). The tables of percentage points of these distributions are given and a comparison with earlier results is made.
Citation:
V. F. Kotel'nikova, E. V. Hmaladze, “On the computation of the probability of noncrossing of the curve bound by the empirical process”, Teor. Veroyatnost. i Primenen., 27:3 (1982), 599–606; Theory Probab. Appl., 27:3 (1983), 640–648
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\by V.~F.~Kotel'nikova, E.~V.~Hmaladze
\paper On the computation of the probability of noncrossing of the curve bound by the empirical process
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 3
\pages 599--606
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\transl
\jour Theory Probab. Appl.
\yr 1983
\vol 27
\issue 3
\pages 640--648
\crossref{https://doi.org/10.1137/1127075}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1983RJ51700022}
Linking options:
https://www.mathnet.ru/eng/tvp2396
https://www.mathnet.ru/eng/tvp/v27/i3/p599
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