Methods Based on the Empirical Distribution Function
This chapter is devoted to tests for the two- and K-sample problems that are based on the empirical distribution functions (EDF) of the distributions to be compared. Such tests are generally known as EDF tests. The types of tests that are treated in this chapter are often of the same form of the EDF tests for the one-sample problem (Chapter 5). The Kolmogorov–Smirnov test is discussed in Section 11.1, and Section 11.2 concerns tests of the Anderson– Darling type. We conclude the chapter with some practical guidelines in Section 11.4. As in Chapter 5 we again prefer the use of empirical processes for studying the asymptotic properties of the tests.
KeywordsEmpirical Distribution Function Brownian Bridge Smooth Test Darling Test Asymptotic Null Distribution
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