University of Washington - Department of Statistics
In classical testing problems, we often use statistics based on the empirical distribution function to test whether or not the underlying distribution of the data is what we think it might be. Berk and Jones introduced such a statistic in 1979. I'll talk about a statistic which is related to theirs (called the reversed Berk-Jones statistic), and some of its properties. Along the way we'll chat about what exactly the empirical distribution function is, and why I think it's so cool. That is all.