2016
DOI: 10.1016/j.spa.2016.04.020
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Finite sampling inequalities: An application to two-sample Kolmogorov–Smirnov statistics

Abstract: We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our development complements recent results by Wei and Dudley (2012) concerning exponential bounds for two-sided Kolmogorov - Smirnov statistics by giving corresponding results for one-sided statistics with emphasis on “adjusted” inequalities of the type proved originally by Dvoretzk… Show more

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Cited by 4 publications
(4 citation statements)
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References 30 publications
(46 reference statements)
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“…We may use this representation along with Bennett's inequality to obtain a Bennett-type exponential bound for Hypergeometric random variables (this bound was also discussed earlier in [7], though without proof). The proof of this claim is short, so we will provide it here.…”
Section: Exponential Boundsmentioning
confidence: 96%
“…We may use this representation along with Bennett's inequality to obtain a Bennett-type exponential bound for Hypergeometric random variables (this bound was also discussed earlier in [7], though without proof). The proof of this claim is short, so we will provide it here.…”
Section: Exponential Boundsmentioning
confidence: 96%
“…The cross-wavelet method was then used to explore the differences in the relationship between climate indices (the MEI, the ONI, and sunspots) and extreme meteorology before and after climate change. Finally, the GEV (Fisher & Tippett 1928), the generalized Pareto distribution (GPD) , and the Kolmogorov-Smirnov (K-S) test method (Greene & Wellner 2016) were selected in this study to study the influence of climate change on the frequency distribution of extreme weather elements from three perspectives: frequency distribution model parameters, reproducibility period, and model fit effect since they are well established and widely accepted in water hydrological science. Due to space constraints, only the Heuristic segmentation method is briefly introduced in this paper.…”
Section: Methodsmentioning
confidence: 99%
“…The sample was considered to be an aging accelerated sample if the value of aging acceleration was greater than 0, else it was considered to be a non‐aging‐accelerated sample. For each pair of cancers, the accumulated Kolmogorov–Smirnov (K‐S) statistics of every gene pair in aging‐accelerated samples and non‐aging‐accelerated samples were calculated. The formula wasKS=sup|F1-F2|where F1 and F2 represented cumulative probability distributions of the same type of samples (aging accelerated or non‐aging accelerated) in the two cancers.…”
Section: Methodsmentioning
confidence: 99%
“…The sample was considered to be an aging accelerated sample if the value of aging acceleration was greater than 0, else it was considered to be a non-agingaccelerated sample. For each pair of cancers, the accumulated Kolmogorov-Smirnov (K-S) statistics [48] of every gene pair in aging-accelerated samples and non-aging-accelerated samples were calculated. The formula was KS ¼ supjF1 À F2j ð 6Þ…”
Section: Constructing An Aging Acceleration Interaction Network Acros...mentioning
confidence: 99%