A Uniform Bound for the Tail Probability of Kolmogorov-Smirnov Statistics.
STANFORD UNIV CA DEPT OF STATISTICS
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Let X sub 1, X sub 2,... be independent, identically distributed random variables with a continuous but unknown distribution function F. In testing goodness of fit, that is, we want to test F F sub 0 for some specific choice of F sub 0, the commonly used test statistics are shown. The purpose of this paper is to give a bound for the tail probability of D sub n- in the following form.
- Statistics and Probability