Smirnov obtained the distribution
F for his
-test in the form of a certain series.
F is identical to the distribution of the the Brownian bridge in the
norm. Smirnov, Kac and Shepp determined the Laplace--Stieltjes transform of
F. Anderson and Darling expressed
F in terms of Bessel functions. In the present paper we compute the moments of
F and their asymptotics,
... [Show full abstract] obtain expansions of F and its density f in terms of the parabolic cylinder functions and Laguerre functions, and determine their asymptotics for the small and large values of the argument. A novel derivation of expansions of Smirnov and of Anderson and Darling is obtained.