Statistical Tests Based on the Levy and Prohorov Metrics.
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
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The author develops non-parametric one-sample and two-sample goodness-of-fit tests using as test statistics the Levy and Prohorov distance between empirical distribution functions. Computational procedures are described for computing the test statistics. Recurrence equations are described for computing the distribution of the two-sample test statistics, using results about the maximal matchings in certain graphs. The asymptotic distribution of the one-sample test statistic is expressed in terms of the distribution of fluctuations in the sample path of the Brownian Bridge stochastic process. Tables of these distributions are given in the appendix.
- Statistics and Probability