Abstract:
Let $X_1,\dots,X_n$ be independent random variables with continuous distribution function $F(x)$,
$$
F_n(t)=n^{-1}\sum_{i=1}^nI(t-X_i)
$$
be an associated empirical distribution function and $V_n(t)$ be an empirical process:
$$
V_n(t)=\sqrt n[F_n(t)-F(t)].
$$
In the paper the recurrent formula (5) for the probabilities
$$
\mathbf P\{V_n(t)<h(t)\ \forall t\colon 0<F(t)<1\}
$$
is given, where the function $h(t)$ supposed to be right-continuous. We use this formula for the computation of distribution functions of weighted Smirnov's statistics for a finite sample sizes (formulas (2) and (3)). The tables of percentage points of these distributions are given and a comparison with earlier results is made.