TWO SAMPLE PROBLEM FOR ROUNDED DATA

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概要

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• This paper deals with the two sample problem for rounded data in the i.i.d. model. It is well known that under the null hypothesis the two sample Kolmogorov-Smirnov statistic without rounding converges in distribution to the supremum of a standard Brownian bridge. We establish that a natural statistic of the Kolmogorov-Smirnov type based on the rounded data converges in distribution to the same limit as the full observation case. Our result is based on ``Donskers theorem for discretized data given by Nishiyama (2008, J. Japan Statist. Soc.).

• 2009-12-01

著者

• Nishiyama Yoichi

  The Institute of Statistical Mathematics

関連論文

• TWO SAMPLE PROBLEM FOR ROUNDED DATA
• DONSKER'S THEOREM FOR DISCRETIZED DATA
• A RANK STATISTIC FOR NON-PARAMETRIC K-SAMPLE AND CHANGE POINT PROBLEMS

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