Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics

نویسندگان

  • Satoshi Kuriki
  • Akimichi Takemura
چکیده

For the purpose of testing the spherical uniformity based on i.i.d. directional data (unit vectors) zi, i = 1, . . . , n, Anderson and Stephens (1972) proposed testing procedures based on the statistics Smax = maxu S(u) and Smin = minu S(u), where u is a unit vector and nS(u) is the sum of square of u′zi’s. In this paper we also consider another test statistic Srange = Smax − Smin. We provide formulas for the P -values of Smax, Smin, Srange by approximating tail probabilities of the limiting null distributions by means of the tube method, an integral-geometric approach for evaluating tail probability of the maximum of a Gaussian random field. Monte Carlo simulations for examining the accuracy of the approximation and for the power comparison of the statistics are given.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

K-sample Anderson-darling Tests of Fit, for Continuous and Discrete Cases

Two k-sample versions of the Anderson-Darling (AD) test of fit are proposed and their asymptotic null distributions are derived for the continuous as well as the discrete case. In the continuous case the asymptotic distributions coincide with the (k − 1)-fold convolution of the 1-sample AD asymptotic distribution. Monte Carlo simulation is used to investigate the null distribution small sample ...

متن کامل

Testing a Point Null Hypothesis against One-Sided for Non Regular and Exponential Families: The Reconcilability Condition to P-values and Posterior Probability

In this paper, the reconcilability between the P-value and the posterior probability in testing a point null hypothesis against the one-sided hypothesis is considered. Two essential families, non regular and exponential family of distributions, are studied. It was shown in a non regular family of distributions; in some cases, it is possible to find a prior distribution function under which P-va...

متن کامل

Cramér-Von Mises Statistics for Discrete Distributions

The Cramér-von Mises family of goodness-of-fit statistics is a well-known group of statistics used to test fit to a continuous distribution. In this article we extend the family to provide tests for discrete distributions. The statistics examined are the analogues of those associated with the names of Cramér-von Mises, Watson and Anderson-Darling, called W , U and A respectively, and their comp...

متن کامل

Test Statistics Null Distributions in Multiple Testing: Simulation Studies and Applications to Genomics

Multiple hypothesis testing problems arise frequently in biomedical and genomic research, for instance, when identifying differentially expressed and co-expressed genes in microarray experiments. We have developed generally applicable resamplingbased single-step and stepwise multiple testing procedures (MTP) for controlling a broad class of Type I error rates, defined as tail probabilities and ...

متن کامل

Score Statistics for Current Status Data: Comparisons with Likelihood Ratio and Wald Statistics

In this paper we introduce three natural “score statistics” for testing the hypothesis that F (t0) takes on a fixed value in the context of nonparametric inference with current status data. These three new test statistics have natural intepretations in terms of certain (weighted) L2 distances, and are also connected to natural “one-sided” scores. We compare these new test statistics with an ana...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2000