It is shown that certain conditional distributions, obtained by conditioning on a sufficient statistic, can be used to transform a set of random variables into a smaller set of random variables that ...
We provide novel, high-order accurate methods for non-parametric inference on quantile differences between two populations in both unconditional and conditional settings. These quantile differences ...
Berkowitz (2001) suggested a powerful and popular density test based on a probability integral transformation. For the probability integral transformation to work properly the original distribution ...