Some fundamental properties of the empirical distribution function are derived in the case of independent but not necessarily identically distributed random variables. The distribution functions of ...

The weak convergence of empirical distribution functions subject to random perturbations and scale factors to a Gaussian process is established. This result is used to study the efficiencies of tests ...

Discover how probability distribution methods can help predict stock market returns and improve investment decisions. Learn ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...