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An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges


  • Mansuy, Roger


Some generalizations of the Anderson-Darling statistics are presented, as well as their representations as functions of Bessel processes. Combining these results with some computations of Donati-Martin-Yor (Ann. Probab. 25(3) (1997) 1011-1058), standard results are recovered.

Suggested Citation

  • Mansuy, Roger, 2005. "An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges," Statistics & Probability Letters, Elsevier, vol. 72(2), pages 171-177, April.
  • Handle: RePEc:eee:stapro:v:72:y:2005:i:2:p:171-177

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    References listed on IDEAS

    1. Erhard Cramer & Udo Kamps, 2003. "Marginal distributions of sequential and generalized order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 58(3), pages 293-310, December.
    2. Balakrishnan, N. & Cramer, E. & Kamps, U., 2001. "Bounds for means and variances of progressive type II censored order statistics," Statistics & Probability Letters, Elsevier, vol. 54(3), pages 301-315, October.
    3. Khaledi, Baha-Eldin & Kochar, Subhash, 2000. "On dispersive ordering between order statistics in one-sample and two-sample problems," Statistics & Probability Letters, Elsevier, vol. 46(3), pages 257-261, February.
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