On a Result by M. Rosenblatt Concerning the Von Mises-Smirnov Test
Marek Fisz · The Annals of Mathematical Statistics · 1960
Rosenblatt's derivation [3] of the limiting distribution of the statistic (1) below contains an incorrect step. A simple argument is presented that corrects Rosenblatt's proof, so that his conclusion is shown to be valid.