A NEW APPROACH TO THE KOLMOGOROV-SMIRNOV DISTRIBUTIONS,
RAND CORP SANTA MONICA CALIF
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The present approach is based on a combination firstly of the observation that the empirical distribution function of a sample of data is merely a scaled and normalized Poisson process, and secondly of certain analytical methods which have been developed in the past few years for calculating the distribution of certain additive functionals of Markov processes. In general the methods in this paper isolate the analytical difficulties in certain functional equations whose solution may be very difficult but it seems quite powerful in obtaining asymptotic expansions.