Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities
نویسندگان
چکیده
منابع مشابه
Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities
A statistical application to Gene Set Enrichment Analysis implies calculating the distribution of themaximum of a certain Gaussian process, which is a modification of the standard Brownian bridge. Using the transformation into a boundary crossing problem for the Brownian motion and a piecewise linear boundary, it is proved that the desired distribution can be approximated by an n-dimensional Ga...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2016
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-016-9701-y