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One is the tied-down random walk \\(\\{\\eta_ i\\}_{i=0}^{2n}\\), where \\(\\eta_ i\\) denotes the difference between the number of white balls and the number of black balls among the first \\(i\\) balls drawn \\((\\eta_ 0=\\eta_{2n}=0)\\). If we let \\(\\Omega^ +\\) denote the set of those sample points \\(\\omega\\) such that \\(\\eta_ i(\\omega)\\geq 0\\) for all \\(i\\), if we treat \\(\\Omega^ +\\) as a new sample space with each of its \\((n+1)^{-1}{2n \\choose n}\\) points equally likely, and if we let \\(\\eta_ i^ +\\) denote the restriction of \\(\\eta_ i\\) to \\(\\Omega^ +\\), then we obtain the Bernoulli excursion \\(\\{\\eta_ i^ +\\}_{i=0}^{2n}\\).   The study focuses on three statistics: \\(\\omega_ n=\\text{ the mean of the }\\eta_ i^ +\\), \\(\\rho_ n=\\) the difference between the mean and the minimum of the \\(\\eta_ i\\), and \\(\\sigma_ n=\\) the mean of the \\(|\\eta_ i|\\). The distributions and moments of these statistics are obtained via a generating function approach, and their asymptotic behaviour is determined. In particular, if \\(\\{\\eta(t):\\;0\\leq t\\leq 1\\}\\) denotes a special Gaussian process called the tied down Brownian motion process, then the asymptotic distributions of both \\(\\omega_ n/\\sqrt {2n}\\) and \\(\\rho_ n/\\sqrt {2n}\\) coincide with the distribution of the random variable  \\[ \\rho=\\int_ 0^ 1 \\eta(t)dt-\\min_{0\\leq t\\leq 1}\\eta(t), \\]  while that of \\(\\sigma_ n/\\sqrt {2n}\\) coincides with the distribution of \\(\\sigma=\\int_ 0^ 1|\\eta(t)| dt\\). Both of these distributions are described in considerable detail.   Finally, two statistics (\\(\\Theta_ n\\) and \\(\\Delta_ n\\)) to test whether the elements of two independent samples of size \\(n\\) have a common distribution are shown to have the same asymptotic behaviour as \\(\\rho_ n/\\sqrt {2n}\\) and \\(\\sigma_ n/\\sqrt {2n}\\), respectively. We might ask whether the ``min'' expressions in formulas (100) and (128) are not always just 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