kozek andrzej (1 Ergebnisse)

Soft cover. Zustand: Very Good. 8vo (23.5 cm), 10 pp. Original printed wrappers, stapled as issued (wrappers sightly stained, text generally clean). Report N-168. A research report by Andrzej Kozek of the Institute of Computer Science, Wroc?aw University, deriving exact slopes- -- in the sense of Bahadur efficiency -- for the Kolmogorov-Lévy type distance between empirical and true distribution functions, defined by the metric ?_?(F,G) = inf{? > 0: G(x???)?? ? F(x) ? G(x+??)+?, ?x?R}, which generalises both the Kolmogorov-Smirnov (?=0) and Prokhorov-Lévy (?=1) metrics; the large deviation result required for the Bahadur efficiency evaluation is established via a theorem of Plachky and Steinebach extending the Chernoff theorem, under a condition on the true distribution F requiring a differentiable positive density with controlled behaviour of its derivative.