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Distribution Free Tests of Independence Based on the Sample Distribution Function

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Blum, J. R., Kiefer, J., Rosenblatt, M.·1961·The Annals of Mathematical Statistics

Abstract

Certain tests of independence based on the sample distribution function (d.f.) possess power properties superior to those of other tests of independence previously discussed in the literature. The characteristic functions of the limiting d.f.'s of a class of such test criteria are obtained, and the corresponding d.f. is tabled in the bivariate case, where the test is equivalent to one originally proposed by Hoeffding [4]. A discussion is included of the computational problems which arise in the inversion of characteristic functions of this type. Techniques for computing the statistics and for approximating the tail probabilities are considered.

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Metadata

Authors
Blum, J. R., Kiefer, J., & Rosenblatt, M.
Venue
The Annals of Mathematical Statistics
Published
1961-06
Volume
32
Issue
2
Pages
485-498
ISSN
0003-4851 (ISSN-L)
OpenAlex
W2070803806
Cited by
490
References
8
FWCI
0.00
Type
journal article
Language
en
Open access
bronze

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CoChat. (2026). Citation check: Distribution Free Tests of Independence Based on the Sample Distribution Function. https://app.cochat.ai/papers/10.1214/aoms/1177705055
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Blum, J. R., Kiefer, J., & Rosenblatt, M. (1961). Distribution Free Tests of Independence Based on the Sample Distribution Function. The Annals of Mathematical Statistics. https://doi.org/10.1214/aoms/1177705055

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