On the Distribution of the Stationary Point of Significance Level for Empirical Distribution Function

Kislitsyn, A. A.; Orlov, Yu N.; Moltchanov, D. A.; Samuylov, A. K.; Chukarin, A. V.; Gaidamaka, Yu V. (2019)
 
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Kislitsyn, A. A.
Orlov, Yu N.
Moltchanov, D. A.
Samuylov, A. K.
Chukarin, A. V.
Gaidamaka, Yu V.
2019

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doi:10.1109/ICUMT.2018.8631234
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https://urn.fi/URN:NBN:fi:tuni-202011167980

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<p>We consider empirical distribution functions of nonstationary time-series, depending on set length. The local self- consistent significance level is introduced. The class of time- series, for which the distribution function of significance level is stationary, is considered. For example, the signal-to-interference ratio for random walking subscribers in D2D model of wireless connection belongs to this class of random processes. We introduce also the so-called Chernoff equivalence of the self-consistent significance level and derive the formula of averaging levels for various sets.</p>
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