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math.ST2024
Modified Greenwood statistic and its application for statistical testing
Katarzyna Skowronek, Marek Arendarczyk, Radosław Zimroz +1
In this paper, we explore the modified Greenwood statistic, which, in contrast to the classical Greenwood statistic, is properly defined for random samples from any distribution. T…
math.ST2014★ 5 cited
On the tail asymptotics of the area swept under the Brownian storage graph
Marek Arendarczyk, Krzysztof Dȩbicki, Michel Mandjes
In this paper, the area swept under the workload graph is analyzed: with denoting the stationary workload process, the asymptotic behavior of \[π_{T(u)}(u):={\ma…