JSTOR Daily

Strong Limit Theorems for the Difference of the Perturbed Empirical Distribution Function and the Classical Empirical Distribution Function

Let {Xn,n≥ 1} be a sequence of i.i.d. random variables having a smooth distribution function F. The perturbed empirical distribution function $\hat{F}_{n}$ is obtained by a convolution of the ...
JSTOR Daily

The Admissibility of the Empirical Distribution Function

The Annals of Statistics publishes research papers of the highest quality reflecting the many facets of contemporary statistics. Primary emphasis is placed on importance and originality, not on ...
Simon Fraser University

Tests for Normality

SAS/INSIGHT software provides tests for the null hypothesis that the input data values are a random sample from a normal distribution. These test statistics include the Shapiro-Wilk statistic (W) and ...
Simon Fraser University

Percentile Computations

When you use a WEIGHT statement, the percentiles are computed differently. The 100pth weighted percentile y is computed from the empirical distribution function with averaging where w i is the weight ...