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Smirnov Test on the line

Sort the univariate observations, $r_i$ is the number of $X$'s that that have a rank smaller or equal to $i$.$s_i$ is the same but for the $Y_i$'s. The statistic here is

\begin{displaymath}D=max\vert d_i\vert\mbox{ where }d_i=
\frac{r_i}{m}-\frac{s_i}{n}
\end{displaymath}

Reject for large values of $D$



Susan Holmes 2002-01-12