Heuristic Approach to the Kolmogorov-Smirnov Theorems
Heuristic Approach to the Kolmogorov-Smirnov Theorems
Asymptotic theorems on the difference between the (empirical) distribution function calculated from a sample and the true distribution function governing the sampling process are well known. Simple proofs of an elementary nature have been obtained for the basic theorems of Komogorov and Smirnov by Feller, but even these proofs conceal …