Two Sample Problem for Rounded Data
2009 年 39 巻 2 号 p. 233-238
詳細
2009 年 39 巻 2 号 p. 233-238
This paper deals with the two sample problem for rounded data in the i.i.d. model. It is well known that under the null hypothesis the two sample Kolmogorov-Smirnov statistic without rounding converges in distribution to the supremum of a standard Brownian bridge. We establish that a natural statistic of the Kolmogorov-Smirnov type based on the rounded data converges in distribution to the same limit as the full observation case. Our result is based on ``Donsker's theorem for discretized data'' given by Nishiyama (2008, J. Japan Statist. Soc.).
