Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
- 1 June 1968
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
- Vol. 39 (3) , 755-771
- https://doi.org/10.1214/aoms/1177698309
Abstract
An empirical stochastic process for two-sample problems is defined and its weak convergence studied. The results are based upon an identity which relates the two-sample empirical process to the more usual one-sample empirical process. Based on this identity a relatively simple proof of a Chernoff-Savage theorem is obtained. The $c$-sample analogues of these results are also included.Keywords
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