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Sharp probability estimates for generalized Smirnov statistics

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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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Correspondence to Kevin Ford.

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Author’s address: Department of Mathematics, University of Illinois at Urbana-Champaign, 1409 West Green Street, Urbana, IL 61801, USA

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Ford, K. Sharp probability estimates for generalized Smirnov statistics. Monatsh Math 153, 205–216 (2008). https://doi.org/10.1007/s00605-007-0516-y

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  • DOI: https://doi.org/10.1007/s00605-007-0516-y

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