Back to Search Start Over

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

Authors :
Kuriki, Satoshi
Takemura, Akimichi
Source :
Journal of Multivariate Analysis. May2004, Vol. 89 Issue 2, p261. 31p.
Publication Year :
2004

Abstract

For the purpose of testing the spherical uniformity based on i.i.d. directional data (unit vectors) <f>zi, i=1,…,n</f>, Anderson and Stephens (Biometrika 59 (1972) 613–621) proposed testing procedures based on the statistics <f>Smax=maxu S(u)</f> and <f>Smin=minu S(u)</f>, where <f>u</f> is a unit vector and <f>nS(u)</f> is the sum of squares of <f>u′zi</f>''s. In this paper, we also consider another test statistic <f>Srange=Smax−Smin</f>. We provide formulas for the <f>P</f>-values of <f>Smax</f>, <f>Smin</f>, <f>Srange</f> 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. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
0047259X
Volume :
89
Issue :
2
Database :
Academic Search Index
Journal :
Journal of Multivariate Analysis
Publication Type :
Academic Journal
Accession number :
12984222
Full Text :
https://doi.org/10.1016/S0047-259X(03)00093-9