Figure 1
From: Pattern statistics on Markov chains and sensitivity to parameter estimation

Empirical and theoretical distributions of . A sample of size 10 000 have been used to get the empirical distribution. The solid line represents the density of (S, σ2). The adjustment test of Kolmogorov-Smirnov give D = 0.023 which corresponds to a p-value of p = 5.3 × 10-5. Nobs = 1221 and n = ℓ = 10 000.