On the Number of Crossings of Empirical Distribution Functions
Let F and G be two continuous distribution functions that cross at a finite number of points $-\infty \leq t_1 < \cdots < t_k \leq \infty$ . We study the limiting behavior of the number of times the empirical distribution function Gncrosses F and the number of times Gncrosses Fn. It is shown t...
| Veröffentlicht in: | The Annals of Probability. - Institute of Mathematical Statistics. - 14(1986), 3, Seite 877-890 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1986
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| Zugriff auf das übergeordnete Werk: | The Annals of Probability |
| Schlagworte: | Asymptotic distribution boundary crossing probability geometric distribution Poisson process renewal theory stochastic dominance algorithm Wiener-Hopf technique Mathematics Philosophy Economics |
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