Concentration order on a metric space, with some statistical applications
The authors define a concentration ordering for two probability measures on a metric space by comparing the probabilities of balls around a specified point. A Strassen type characterization of this ordering is given. Based on Anderson's theorem a sufficient condition is given for \(p\)-norm orderings. Applications are discussed on monotonicity properties of the limiting power function of the Anderson-Darling goodness of fit test.
scientific article; zbMATH DE number 1395088
scientific article