Distribution theory for tests based on the sample distribution function / J. Durbin.

Format:

Book

Author/Creator:

Durbin, J. (James), 1923-

Contributor:

Society for Industrial and Applied Mathematics.

Series:

CBMS-NSF regional conference series in applied mathematics ; 9.

Regional conference series in applied mathematics ; 9

Language:

English

Subjects (All):

Distribution (Probability theory).

Sampling (Statistics).

Statistical hypothesis testing.

Physical Description:

1 electronic text (x, 64 p.) : digital file.

Place of Publication:

Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), [1973]

Language Note:

English

System Details:

Mode of access: World Wide Web.

System requirements: Adobe Acrobat Reader.

Summary:

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.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references (p. 59-64).

Title from title screen, viewed 04/05/2011.

ISBN:

1-61197-058-X

Publisher Number:

CB09 SIAM