Weak Convergence of Empirical Distribution Functions of Random Variables Subject to Perturbations and Scale Factors

Abstract

The weak convergence of empirical distribution functions subject to random perturbations and scale factors to a Gaussian process is established. This result is used to study the efficiencies of tests based on spacings in goodness-of-fit problems.

Identifiers

DOI

10.1214/aos/1176343058

Citations and references