The Annals of Statistics · 1975 · 85 citations · 0 references
Natural SciencesComputer ScienceProbability TheoryStochastic ModelingStochastic ProcessesGaussian ProcessesProbability DistributionsWeak ConvergenceAsymptotic Distribution TheoryEmpirical DistributionEmpirical Distribution FunctionsGoodness-of-fitGoodness-of-fit TestingGoodness-of-fit TestsWeak Convergence Of Stochastic Processes
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.