Sharp probability estimates for generalized Smirnov statistics

Kevin Ford

doi:10.1007/s00605-007-0516-y

Sharp probability estimates for generalized Smirnov statistics

Kevin Ford

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We give sharp, uniform estimates for the probability that the empirical distribution function for n uniform-[0,1] random variables stays to one side of a given line.

Original language	English (US)
Pages (from-to)	205-216
Number of pages	12
Journal	Monatshefte fur Mathematik
Volume	153
Issue number	3
DOIs	https://doi.org/10.1007/s00605-007-0516-y
State	Published - Mar 2008

Keywords

Random walk
Smirnov statistics

ASJC Scopus subject areas

General Mathematics

Online availability

10.1007/s00605-007-0516-y

Library availability

Discover UIUC Full Text

Cite this

@article{6324def7437c4059beca1f7de2b2b093,

title = "Sharp probability estimates for generalized Smirnov statistics",

abstract = "We give sharp, uniform estimates for the probability that the empirical distribution function for n uniform-[0,1] random variables stays to one side of a given line.",

keywords = "Random walk, Smirnov statistics",

author = "Kevin Ford",

year = "2008",

month = mar,

doi = "10.1007/s00605-007-0516-y",

language = "English (US)",

volume = "153",

pages = "205--216",

journal = "Monatshefte fur Mathematik",

issn = "0026-9255",

publisher = "Springer-Verlag Wien",

number = "3",

}

TY - JOUR

T1 - Sharp probability estimates for generalized Smirnov statistics

AU - Ford, Kevin

PY - 2008/3

Y1 - 2008/3

N2 - We give sharp, uniform estimates for the probability that the empirical distribution function for n uniform-[0,1] random variables stays to one side of a given line.

AB - We give sharp, uniform estimates for the probability that the empirical distribution function for n uniform-[0,1] random variables stays to one side of a given line.

KW - Random walk

KW - Smirnov statistics

UR - http://www.scopus.com/inward/record.url?scp=39749152212&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=39749152212&partnerID=8YFLogxK

U2 - 10.1007/s00605-007-0516-y

DO - 10.1007/s00605-007-0516-y

M3 - Article

AN - SCOPUS:39749152212

SN - 0026-9255

VL - 153

SP - 205

EP - 216

JO - Monatshefte fur Mathematik

JF - Monatshefte fur Mathematik

IS - 3

ER -

Sharp probability estimates for generalized Smirnov statistics

Abstract

Keywords

ASJC Scopus subject areas

Online availability

Library availability

Related links

Fingerprint

Cite this