Minimax one-sided Kolmogorov-type distribution-free tests-Reference-Cited by-同舟云学术

Minimax one-sided Kolmogorov-type distribution-free tests

Published:1994 Issue:A Volume:31 Page:291-308
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Pyke Ronald

Abstract

A family of distribution-free statistics along with related tests is defined and properties of its members are studied. These statistics, one of which is the Smirnov-Wald and Wolfowitz statistic, Dn+ yield tests of the one-sided hypotheses. The minimax and maximin tests in this family against a restricted class of alternatives of minimum power are obtained. The connection to a confidence bound of Stringer for the mean is also remarked.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference20 articles.

1. Best Invariant Estimation of a Distribution Function under the Kolmogorov-Smirnov Loss Function

2. Inference and Auditing: The Stringer Bound

3. Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions

4. Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

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