%0 Journal Article
%T Assessing the Distribution Consistency of Sequential Data
%A Mahendra Mariadassou
%A Avner Bar-Hen
%J Mathematics
%D 2009
%I arXiv
%X Given n observations, we study the consistency of a batch of k new observations, in terms of their distribution function. We propose a non-parametric, non-likelihood test based on Edgeworth expansion of the distribution function. The keypoint is to approximate the distribution of the n+k observations by the distribution of n-k among the n observations. Edgeworth expansion gives the correcting term and the rate of convergence. We also study the discrete distribution case, for which Cram\`er's condition of smoothness is not satisfied. The rate of convergence for the various cases are compared.
%U http://arxiv.org/abs/0906.0989v1