THE EXACT DISTRIBUTION OF THE MAXIMIZING POINT OF THE TWO-SAMPLE EMPIRICAL PROCESS
Author:
Dietmar Ferger a
| Affiliation: | a Dresden University of Technology, Department of Mathematics, Mommsenstr. 13, D-01062 Dresden, Germany. |
DOI:
10.1080/10485250306035
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 17
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Abstract
This paper deals with the smallest maximizing point \tau_
mn ^+ of the two-sample empirical process \ F_m (x) - G_n (x)\colon x \in \open R \ where F_m (x) and G_n (x) are the empirical distribution functions of X_1,\ldots,X_m and Y_1,\ldots,Y_n , respectively, which are two independent samples of i.i.d. random variables with common distribution function F (x) . We determine the distribution function of \tau_ mn ^+ for finite subsample sizes m and n . It turns out to be a polynomial of degree m + n in the variable F (x) . If m and n are relatively prime then \tau_ mn ^+ has distribution function F (x) .
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| Keywords: Maximizer Of The Two-sample Empirical Process; Vincze-statistic; Steck-Simmons Determinants |
| view references (17) |

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mn
^+ of the two-sample empirical process \
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