Concentration order on a metric space, with some statistical applications (Q1962128)
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| Language | Label | Description | Also known as |
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| English | Concentration order on a metric space, with some statistical applications |
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Concentration order on a metric space, with some statistical applications (English)
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21 June 2001
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The authors define a concentration ordering for two probability measures on a metric space by comparing the probabilities of balls around a specified point. A Strassen type characterization of this ordering is given. Based on Anderson's theorem a sufficient condition is given for \(p\)-norm orderings. Applications are discussed on monotonicity properties of the limiting power function of the Anderson-Darling goodness of fit test.
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concentration order
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stochastic order
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norm stochastic order
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Wiener process
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Brownian bridge
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goodness of fit
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