Ref:https://onlinecourses.science.psu.edu/stat464/print/book/export/html/14 估计CDF The Empirical CDF 绘制empirical cdf的图像: x = c(4, 0, 3, 2, 2) plot.ecdf(x) Kolmogorov-Smirnov test testing the "sameness" of two independent samples from a continuous
# Chinese translations for R package # Copyright (C) 2005 The R Foundation # This file is distributed under the same license as the PACKAGE package. # 陈斐 <feic@normipaiva.com>, 2006. # 邓小冬 DENG Xiaodong <xd_deng@hotmail.com>, 2015. # msgid &qu
Let \(X_1,X_2,\ldots,X_n\) be independent random variables. Denote \[S_n=\sum_{i=1}^n X_i.\] The well known Kolmogrov inequality can be stated as for all \(\varepsilon> 0\) \[P\left(\max_{1\le j\le n}|S_j|\ge \varepsilon\right)\le\frac{Var(S_n)}{\va