In Section 6.6.1 we discussed a topic that was somehow different from the rest of Chapter 6. There, the subject being dealt with was a random function, instead of a random variable. A closer look reveals that the random function was constructed based on sum of i.i.d. random variables and equal to the latter at particular values of its variable. Since, in practice, random variables often represent observations, we call a function constructed from observed random variables a statistical function.
KeywordsReceiver Operating Characteristic Curve Weak Convergence Empirical Process Brownian Bridge Maximum Inequality
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