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The Distribution of the Maximum Deviation Between two Sample Cumulative Step Functions
Let $x_1 < x_2 M \cdots < x_n$ and $y_1 < y_2 < \cdot < y_m$ be the ordered results of two random samples from populations having continuous cumulative distribution functions $F(x)$ and $G(x)$ respectively. Let $S_n(x) = K/n$ when $k$ is the number of observed values of $X$ which …