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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 3, Pages 599–606 (Mi tvp2396)  

This article is cited in 13 scientific papers (total in 13 papers)

Short Communications

On the computation of the probability of noncrossing of the curve bound by the empirical process

V. F. Kotel'nikova, E. V. Hmaladze

Moscow
Abstract: Let X1,,Xn be independent random variables with continuous distribution function F(x),
Fn(t)=n1ni=1I(tXi)
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.
Received: 04.07.1980
English version:
Theory of Probability and its Applications, 1983, Volume 27, Issue 3, Pages 640–648
DOI: https://doi.org/10.1137/1127075
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\paper On the computation of the probability of noncrossing of the curve bound by the empirical process
\jour Teor. Veroyatnost. i Primenen.
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\vol 27
\issue 3
\pages 599--606
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\zmath{https://zbmath.org/?q=an:0516.62050|0494.62023}
\transl
\jour Theory Probab. Appl.
\yr 1983
\vol 27
\issue 3
\pages 640--648
\crossref{https://doi.org/10.1137/1127075}
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Linking options:
  • https://www.mathnet.ru/eng/tvp2396
  • https://www.mathnet.ru/eng/tvp/v27/i3/p599
  • This publication is cited in the following 13 articles:
    1. Amit Moscovich, “Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics”, Computational Statistics & Data Analysis, 185 (2023), 107769  crossref
    2. Hong Zhang, Jiashun Jin, Zheyang Wu, “Distributions and Power of Optimal Signal-Detection Statistics in Finite Case”, IEEE Trans. Signal Process., 68 (2020), 1021  crossref
    3. Amit Moscovich, Boaz Nadler, “Fast calculation of boundary crossing probabilities for Poisson processes”, Statistics & Probability Letters, 123 (2017), 177  crossref
    4. H. Niederhausen, Wiley StatsRef: Statistics Reference Online, 2014  crossref
    5. Ori Davidov, Amir Herman, “Testing for order among K populations: theory and examples”, Can J Statistics, 38:1 (2010), 97  crossref
    6. Ori Davidov, Amir Herman, “New tests for stochastic order with application to case control studies”, Journal of Statistical Planning and Inference, 139:8 (2009), 2614  crossref
    7. H. Niederhausen, Encyclopedia of Statistical Sciences, 2005  crossref
    8. M. Denuit, Cl. Lefèvre, Ph. Picard, “Polynomial structures in order statistics distributions”, Journal of Statistical Planning and Inference, 113:1 (2003), 151  crossref
    9. Estate Khmaladze, Eka Shinjikashvili, “Calculation of noncrossing probabilities for Poisson processes and its corollaries”, Advances in Applied Probability, 33:3 (2001), 702  crossref
    10. Estate Khmaladze, Eka Shinjikashvili, “Calculation of noncrossing probabilities for Poisson processes and its corollaries”, Adv. Appl. Probab., 33:03 (2001), 702  crossref
    11. J. A. Koziol, “A weighted Kuiper statistic for goodness of fit”, Statistica Neerlandica, 50:3 (1996), 394  crossref
    12. Christian Genest, Louis-Paul Rivest, “Statistical Inference Procedures for Bivariate Archimedean Copulas”, Journal of the American Statistical Association, 88:423 (1993), 1034  crossref
    13. Vijayan N. Nair, “Confidence Bands for Survival Functions With Censored Data: A Comparative Study”, Technometrics, 26:3 (1984), 265  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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