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Distribution Theory for Tests Based on Sample Distribution FunctionDistribution Theory for Tests Based on Sample Distribution Function

J. Durbin



CBMS-NSF Regional Conference Series in Applied Mathematics 9

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.

Contents

Kolmogorov-Smirnov Tests, Finite-sample Case; Asymptotic Theory of Kolmogorov-Smirnov Tests; Cramer-von Mises Tests; Tests on the Circle; Two-sample Tests; Tests Based on the Sample d.f. when Parameters are Estimated.

1973 / vi + 64 pages / Softcover / ISBN-13: 978-0-898710-07-6 / ISBN-10: 0-89871-007-3 /
List Price $37.50 / SIAM/CBMS Member Price $26.25 / Order Code CB09
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