Groupe d’études et de recherche en analyse des décisions


The Asymptotic Distribution of Diaphony in One Dimension

We derive the asymptotic distribution of the diaphony of n independent random variables uniformly distributed on [0,1], describe ways to approximate its distribution function, and show an interesting relationship between this distribution, the two-sided Kolmogorov-Smirnov distribution, and the asymptotic law of the Cramér-von Mises criterion.

, 7 pages