Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10526248 | Statistics & Probability Letters | 2005 | 7 Pages |
Abstract
Some generalizations of the Anderson-Darling statistics are presented, as well as their representations as functions of Bessel processes. Combining these results with some computations of Donati-Martin-Yor (Ann. Probab. 25(3) (1997) 1011-1058), standard results are recovered.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Roger Mansuy,