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Extended criterion for comparison of empirical distributions

Published online by Cambridge University Press:  14 July 2016

Ora Engleberg Percus
Affiliation:
City University of New York
Jerome K. Percus
Affiliation:
Courant Institute of Mathematical Sciences, New York University

Abstract

A generating function technique is used to determine the probability that the deviation between two empirical distributions drawn from the same population lies within a given band a specified number of times. We also treat the asymptotic problem of very large sample size, and obtain explicit expressions when the relative number of failures is very small or very large.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 

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