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

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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.",

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year = "2008",

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Sharp probability estimates for generalized Smirnov statistics

Abstract

Keywords

ASJC Scopus subject areas

Online availability

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