Mathematical statistics is the study of statistics from a mathematical standpoint, using probability theory as well as other branches of mathematics such as linear algebra and analysis.

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Convergence of empirical distribution from another observations

Let $$(X_1,Y_1),\dots,(X_n,Y_n)$$ are i.i.d. observation with continuous distribution function $F=(G,H)$ such that $\Phi^{-1}(G)=a\Phi^{-1}(H)$ for some unknown value of $a$ where ...