Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

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

Auteur(s):

Code(s) de Classification MSC:

Résumé: 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[DMY97 ], standard results are recovered.

Mots Clés: Anderson-Darling statistics ; quadratic functionals ; Bessel processes

Date: 2003-06-06

Prépublication numéro: PMA-827