Author(s)： Takehiro Hirotsu, Hiroki Kondo, Shingo Saito, Takuya Sato, Tatsushi Tanaka, and Setsuo Taniguchi

J. Math-for-Ind. 3A (2011) 73-78.

• File： JMI2011A-7.pdf (130KB)

Abstract
The quadratic Wiener functional coming from the Anderson-Darling test statistic is investigated in the framework of the Malliavin calculus. The functional gives a completely new and important example of a quadratic Wiener functional.

Keyword(s).　 Anderson-Darling test, the Malliavin calculus, quadratic Wiener functional, Legendre polynomial