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.
Similar content being viewed by others
References
M Csörgő P Révész (1981) Strong Approximations in probability and statistics Academic Press New York
HE Daniels (1945) ArticleTitleThe statistical theory of the strength of bundles of threads. I Proc Roy Soc London Ser A 183 405–435 Occurrence Handle0063.01035 Occurrence Handle12388 Occurrence Handle10.1098/rspa.1945.0011
K Ford (2004) Du théoréme de Kolmogorov sur les distributions empiriques à la théorie des nombres L’héritage de Kolmogorov en mathématiques Editions Belin Paris 111–120
Ford K (2006) Sharp probability estimates for random walks with barriers. Preprint available on the ArXiv at http://front.math.ucdavis.edu/math.PR/0610450
K Ford (2007) From Kolmogorov’s theorem on empirical distribution to number theory Kolmogorov’s heritage in mathematics Editions Belin/Springer-Verlag Paris
Ford K (2008) The distribution of integers with a divisor in a given interval. Ann of Math, to appear. Preprint available on the ArXiv at http://front.math.ucdavis.edu/math.NT/0401223
Gnedenko BV, Kolmogorov AN (1968) Limit Distributions for Sums of Independent Random Variables. Translated from the Russian, annotated, and revised by K. L. Chung. With appendices by J. L. Doob and P. L. Hsu. Revised edition. Reading, Mass: Addison-Wesley
AN Kolmogorov (1933) ArticleTitleSulla determinazione empirica di una legge di distribuzione (on the empirical determination of a distribution law) Giorn Ist Ital Attuar 4 83–91 Occurrence Handle0006.17402
J Komlós P Major G Tusnády (1975) ArticleTitleAn approximation of partial sums of independent RV’s and the sample DF. I Z Wahrscheinlichkeitstheor Verw Geb 32 111–131 Occurrence Handle0308.60029 Occurrence Handle10.1007/BF00533093
HA Lauwerier (1963) ArticleTitleThe asymptotic expansion of the statistical distribution of N. V. Smirnov Z. Wahrscheinlichkeitstheor Verw Geb 2 61–68 Occurrence Handle0134.36801 Occurrence Handle10.1007/BF00535298 Occurrence Handle159376
R Pyke (1959) ArticleTitleThe supremum and infimum of the Poisson process Ann Math Statist 30 568–576 Occurrence Handle10.1214/aoms/1177706269 Occurrence Handle107315 Occurrence Handle0089.13602
A Rényi (1953) ArticleTitleOn the theory of order statistics Acta Math Acad Sci Hung 4 191–232 Occurrence Handle0052.14202 Occurrence Handle10.1007/BF02127580
GR Shorack JA Wellner (1986) Empirical Processes with Applications to Statistics Wiley New York
Smirnov NV (1939) Sur les écarts de la courbe de distribution empirique. Rec Math NS 6(48): 3–26 (Russian, French summary)
Author information
Authors and Affiliations
Corresponding author
Additional information
Author’s address: Department of Mathematics, University of Illinois at Urbana-Champaign, 1409 West Green Street, Urbana, IL 61801, USA
Rights and permissions
About this article
Cite this article
Ford, K. Sharp probability estimates for generalized Smirnov statistics. Monatsh Math 153, 205–216 (2008). https://doi.org/10.1007/s00605-007-0516-y
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00605-007-0516-y