Statistical properties of generalized discrepancies
Statistical properties of generalized discrepancies
When testing that a sample of $n$ points in the unit hypercube $\left [0,1\right ]^{d}$ comes from a uniform distribution, the KolmogorovâSmirnov and the Cramérâvon Mises statistics are simple and well-known procedures. To encompass these measures of uniformity, Hickernell introduced the so-called generalized $\mathcal {L}^{p}$-discrepancies. These discrepancies can be used …