Revista de Matemática: Teoría y Aplicaciones ISSN Impreso: 1409-2433 ISSN electrónico: 2215-3373

OAI: https://revistas.ucr.ac.cr/index.php/matematica/oai
On the Cramér–Von Mises Statistic
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Keywords

Cramér–von Mises criterion
empiric process
k-sample problem
Criterio de Cramér–von Mises
procesos empíricos
comparación de k-muestras

How to Cite

Martínez-Camblor, P., Carleos, C., & Corral, N. (2012). On the Cramér–Von Mises Statistic. Revista De Matemática: Teoría Y Aplicaciones, 19(1), 89–101. https://doi.org/10.15517/rmta.v19i1.2107

Abstract

Probably, one of the most useful criterions in order to compare distribution functions is the one introduced by the researchers Harald Cramér and Richard Edler von Mises which is known as Cramérvon Mises criterion (CM). It has been applied on a vast variety of problems. In this work, the theory of empirical processes is applied in order to obtain the asymptotic distribution for the generalization to the k-sample problem of (CM) proposed by Kiefer. The quality of this approximation is also studied and some indications about how to obtain an approximation to the final P-value are also included.

https://doi.org/10.15517/rmta.v19i1.2107
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