Summary
Mises functional is extended for the two-sample problem. It is shown that the extended Mises functional also has the asymptotic property given by von Mises (1947,Ann. Math. Statist.,18, 309–348) and by Filippova (1962,Theory Prob. Appl.,7, 24–57) in the one-sample case. Asymptotic behavior ofU-statistic in the two-sample case, the statistic of Cramér-von Mises type for testing homogeneity and so forth are investigated as important examples of the theory.
Similar content being viewed by others
References
Aki, S. (1981). Asymptotic distribution of a Cramér-von Mises type statistic for testing symmetry when the center is estimated,Ann. Inst. Statist. Math.,33, A, 1–14.
Billingsley, P. (1968).Convergence of Probability Measures, John Wiley & Sons.
Filippova, A. A. (1962). Mises' theorem of the asymptotic behavior of functionals of empirical distribution functions and its statistical applications,Theory Prob. Appl.,7, 24–57.
Fisz, M. (1960). On a result by M. Rosenblatt concerning the von Mises-Smirnov test,Ann. Math. Statist.,31, 427–429.
Lehmann, E. L. (1951). Consistency and unbiasedness of certain nonparametric tests,Ann. Math. Statist.,22, 165–179.
Rosenblatt, M. (1952). Limit theorems associated with variants of the von Mises statistics,Ann. Math. Statist.,23, 617–623.
von Mises, R. (1947). On the asymptotic distribution of differentiable statistical functions,Ann. Math. Statist.,18, 309–348.
Additional information
The Institute of Statistical Mathematics
About this article
Cite this article
Aki, S. Asymptotic behavior of functionals of empirical distribution functions for the two-sample problem. Ann Inst Stat Math 33, 391–403 (1981). https://doi.org/10.1007/BF02480950
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/BF02480950