Polynomially Adjusted Normal Approximation to the Null Distribution of Ansari-Bradley Statistic
نویسندگان
چکیده
منابع مشابه
A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Outliers in a Normal Sample
Usually when performing a statistical test or estimation procedure, we assume the data are all observations of i.i.d. random variables, often from a normal distribution. Sometimes, however, we notice in a sample one or more observations that stand out from the crowd. These observation(s) are commonly called outlier(s). Outlier tests are more formal procedures which have been developed for detec...
متن کاملThe Null Steady-State Distribution of the CUSUM Statistic
We develop an empirical approximation to the null steady-state distribution of the cumulative sum (CUSUM) statistic, defined as the distribution of values obtained by running a CUSUM with no upper boundary under the null state for an indefinite period of time. The derivation is part theoretical and part empirical and the approximation is valid for CUSUMs applied to Normal data with known varian...
متن کاملFamily-based association test using normal approximation to gene dropping null distribution
We derive the analytical mean and variance of the score test statistic in gene-dropping simulations and approximate the null distribution of the test statistic by a normal distribution. We provide insights into the gene-dropping test by decomposing the test statistic into two components: the first component provides information about linkage, and the second component provides information about ...
متن کاملA Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic
The Anderson-Darling goodness-of-fit test has a highly skewed and non-standard limit distribution. Various attempts have been made to tabulate the associated critical points, using both theoretical approximations and simulation methods. We show that a standard saddlepoint approximation performs well in both tails of the distribution. It is markedly superior to other theoretical approximations i...
متن کاملA Saddlepoint Approximation to the Limiting Distribution of a K-sample Baumgartner Statistic
Testing hypothesis is one of the most important problems in a nonparametric statistic. Various nonparametric test statistics have been proposed and discussed for a long time. We use the exact critical value for testing hypothesis when the sample sizes are small. However, for large sample sizes, it is very difficult to evaluate the exact critical value. Therefore, the limiting distributions of n...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Korean Journal of Applied Statistics
سال: 2011
ISSN: 1225-066X
DOI: 10.5351/kjas.2011.24.6.1161