Distribution Theory for Tests Based on the Sample Distribution Function

J. Durbin9780898710076, 0898710073

Presents a coherent body of theory for the derivation of the sampling distributions of a wide range of test statistics. Emphasis is on the development of practical techniques. A unified treatment of the theory was attempted, e.g., the author sought to relate the derivations for tests on the circle and the two-sample problem to the basic theory for the one-sample problem on the line. The Markovian nature of the sample distribution function is stressed, as it accounts for the elegance of many of the results achieved, as well as the close relation with parts of the theory of stochastic processes.

---

Table of contents :
Distribution Theory for Tests Based on the Sample Distribution Function……Page 1
Contents……Page 5
Preface……Page 7
1.Introduction…….Page 9
2.Kolmogorov-Smirnov tests, finite-sample case…….Page 14
3.Asymptotic theory of Kolmogorov-Smirnov tests…….Page 25
4.Cramer-von Mises tests…….Page 34
5.Tests on the circle…….Page 41
6.Two-sample tests…….Page 47
7.Tests based on the sample d.f. when parameters are estimated…….Page 55
REFERENCES……Page 67