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, Wrocław 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 ρ_α(F,G) = inf{ε > 0: G(x−αε)−ε ≤ F(x) ≤ G(x+αε)+ε, ∀x∈R}, which generalises both the Kolmogorov-Smirnov (α=0) and Prokhorov-Lévy (α=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.…