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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 3, Pages 599–606 (Mi tvp2396)  

This article is cited in 13 scientific papers (total in 13 papers)

Short Communications

On the computation of the probability of noncrossing of the curve bound by the empirical process

V. F. Kotel'nikova, E. V. Hmaladze

Moscow
Abstract: Let $X_1,\dots,X_n$ be independent random variables with continuous distribution function $F(x)$,
$$ F_n(t)=n^{-1}\sum_{i=1}^nI(t-X_i) $$
be an associated empirical distribution function and $V_n(t)$ be an empirical process:
$$ V_n(t)=\sqrt n[F_n(t)-F(t)]. $$
In the paper the recurrent formula (5) for the probabilities
$$ \mathbf P\{V_n(t)<h(t)\ \forall t\colon 0<F(t)<1\} $$
is given, where the function $h(t)$ supposed to be right-continuous. We use this formula for the computation of distribution functions of weighted Smirnov's statistics for a finite sample sizes (formulas (2) and (3)). The tables of percentage points of these distributions are given and a comparison with earlier results is made.
Received: 04.07.1980
English version:
Theory of Probability and its Applications, 1983, Volume 27, Issue 3, Pages 640–648
DOI: https://doi.org/10.1137/1127075
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. F. Kotel'nikova, E. V. Hmaladze, “On the computation of the probability of noncrossing of the curve bound by the empirical process”, Teor. Veroyatnost. i Primenen., 27:3 (1982), 599–606; Theory Probab. Appl., 27:3 (1983), 640–648
Citation in format AMSBIB
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\by V.~F.~Kotel'nikova, E.~V.~Hmaladze
\paper On the computation of the probability of noncrossing of the curve bound by the empirical process
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 3
\pages 599--606
\mathnet{http://mi.mathnet.ru/tvp2396}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=673936}
\zmath{https://zbmath.org/?q=an:0516.62050|0494.62023}
\transl
\jour Theory Probab. Appl.
\yr 1983
\vol 27
\issue 3
\pages 640--648
\crossref{https://doi.org/10.1137/1127075}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1983RJ51700022}
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  • This publication is cited in the following 13 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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