In statistics, the Khmaladze transformation is a mathematical tool used in constructing convenient goodness of fit tests for hypothetical distribution functions. More precisely, suppose X 1 , … , X n {\displaystyle X_{1},\ldots ,X_{n}} are i.i.d., possibly multi-dimensional, random observations generated from an unknown probability distribution.
In statistics, the Khmaladze transformation is a mathematical tool used in constructing convenient goodness of fit tests for hypothetical distribution functions. More precisely, suppose X 1 , … , X n {\displaystyle X_{1},\ldots ,X_{n}} are i.i.d., possibly multi-dimensional, random observations generated from an unknown probability distribution.
Source: Wikipedia "Khmaladze transformation" · CC BY-SA 4.0
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