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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 4, Pages 766–786 (Mi tvp3979)  

This article is cited in 5 scientific papers (total in 5 papers)

The rate of convergence of the Smirnov–Mises statistic's distribution

A. I. Orlov

Central Economics and Mathematics Institute, USSR Academy of Sciences
Abstract: We consider $n$ independent random variables with a continuous distribution function $F(x)$ and empirical distribution function $F_n(x)$. Put
$$ \omega_n^2=n\int_{-\infty}^\infty(F_n(x)-F(x))^2\,dF(x) $$
and
\begin{gather*} S(z)=\lim_{n\to\infty}\mathbf P\{\omega_n^2<z\}, \\ \Delta_n=\sup_{-\infty<z<\infty}|\mathbf P\{\omega^2<z\}-S(z)|. \end{gather*}
Many papers dealt with the estimate: For each $\varepsilon>0$, there exists a $b(\varepsilon)$ such that
$$ \Delta_n<b(\varepsilon)n^{-a+\varepsilon} $$
for $n=1,2,\dots$.
The inequality (1) is proved for $a=1/10$ [7], $a=1/6$ [8], $a=1/4$ [9], $a=1/3$ [10].
In the present paper, we obtain (1) for $a=1/2$.
Received: 02.02.1972
English version:
Theory of Probability and its Applications, 1975, Volume 19, Issue 4, Pages 737–757
DOI: https://doi.org/10.1137/1119082
Bibliographic databases:
Language: Russian
Citation: A. I. Orlov, “The rate of convergence of the Smirnov–Mises statistic's distribution”, Teor. Veroyatnost. i Primenen., 19:4 (1974), 766–786; Theory Probab. Appl., 19:4 (1975), 737–757
Citation in format AMSBIB
\Bibitem{Orl74}
\by A.~I.~Orlov
\paper The rate of convergence of the Smirnov--Mises statistic's distribution
\jour Teor. Veroyatnost. i Primenen.
\yr 1974
\vol 19
\issue 4
\pages 766--786
\mathnet{http://mi.mathnet.ru/tvp3979}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=359132}
\zmath{https://zbmath.org/?q=an:0327.62013}
\transl
\jour Theory Probab. Appl.
\yr 1975
\vol 19
\issue 4
\pages 737--757
\crossref{https://doi.org/10.1137/1119082}
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  • https://www.mathnet.ru/eng/tvp/v19/i4/p766
  • This publication is cited in the following 5 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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