DONSKER'S THEOREM FOR DISCRETIZED DATA
スポンサーリンク
概要
- 論文の詳細を見る
In the Kolmogorov-Smirnov theorem, the underlying distribution is assumed to be a continuous distribution. On the other hand, real data in practice is always given in a discretized (rounded) form. In this paper we establish a Donsker type theorem in the fashion of the modern empirical process theory to obtain a (right) Kolmogorov-Smirnov test for discretized data.
著者
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Nishiyama Yoichi
Inst. Statistical Mathematics Tokyo Jpn
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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