Some Statistical Problems Connected with Stochastic Processes
Thomas Anderson, Donald A. Darling · 1950
Abstract : The statistical problem treated is that of testing the hypothesis that a sample of n independent, identically distributed random variables have the common continuous distribution function F(x) , specified in advance. In principle such tests will give confidence regions for the unknown distribution function, for if we have a test (based on the n observations) for every F(x) the confidence region will consist of those F(x) for which the corresponding hypotheses are not rejected. (Author)