Khmaladze Transformation

  • Hira L. Koul
  • Eustace Swordson
Reference work entry
DOI: https://doi.org/10.1007/978-3-642-04898-2_325

Background

Consider the problem of testing the null hypothesis that a set of random variables X i, i = 1, , n, is a random sample from a specified continuous distribution function (d.f.) F. Under the null hypothesis, the empirical d.f.
$${F}_{n}(x) = \frac{1} {n}\sum \limits _{i=1}^{n}\mathbb{I}\{{X}_{ i} \leq x\}$$
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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Hira L. Koul
    • 1
  • Eustace Swordson
    • 1
  1. 1.President of the Indian Statistical AssociationMichigan State UniversityEast LansingUSA