Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities
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DOI: 10.1007/s11222-016-9701-y
Abstract: A statistical application to Gene Set Enrichment Analysis implies calculating the distribution of the maximum of a certain Gaussian process, which is a modification of the standard Brownian bridge. Using the transformation into a boundary… read more here.
Keywords: weighted kolmogorov; smirnov distributions; distributions via; boundary crossing ... See more keywords
Random distributions via Sequential Quantile Array
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DOI: 10.1214/20-ejs1697
Abstract: We propose a method to generate random distributions with known quantile distribution, or, more generally, with known distribution for some form of generalized quantile. The method takes inspiration from the random Sequential Barycenter Array distributions… read more here.
Keywords: quantile array; sqa rpm; array; random distributions ... See more keywords