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June, 1952 Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
Monroe D. Donsker
Ann. Math. Statist. 23(2): 277-281 (June, 1952). DOI: 10.1214/aoms/1177729445

Abstract

Doob [1] has given heuristically an appealing methodology for deriving asymptotic theorems on the difference between the empirical distribution function calculated from a sample and the actual distribution function of the population being sampled. In particular he has applied these methods to deriving the well known theorems of Kolmogorov [2] and Smirnov [3]. In this paper we give a justification of Doob's approach to these theorems and show that the method can be extended to a wide class of such asymptotic theorems.

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Monroe D. Donsker. "Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems." Ann. Math. Statist. 23 (2) 277 - 281, June, 1952. https://doi.org/10.1214/aoms/1177729445

Information

Published: June, 1952
First available in Project Euclid: 28 April 2007

zbMATH: 0046.35103
MathSciNet: MR47288
Digital Object Identifier: 10.1214/aoms/1177729445

Rights: Copyright © 1952 Institute of Mathematical Statistics

Vol.23 • No. 2 • June, 1952
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