An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges
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.
Volume (Year): 72 (2005)
Issue (Month): 2 (April)
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