Displaying similar documents to “Exact distribution for the generalized F tests”

Tail orderings and the total time on test transform

Jarosław Bartoszewicz (1996)

Applicationes Mathematicae

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The paper presents some connections between two tail orderings of distributions and the total time on test transform. The procedure for testing the pure-tail ordering is proposed.

A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics

František Rublík (2001)

Applications of Mathematics

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A test statistic for testing goodness-of-fit of the Cauchy distribution is presented. It is a quadratic form of the first and of the last order statistic and its matrix is the inverse of the asymptotic covariance matrix of the quantile difference statistic. The distribution of the presented test statistic does not depend on the parameter of the sampled Cauchy distribution. The paper contains critical constants for this test statistic, obtained from 50 000 simulations for each sample size...

On the small sample properties of variants of Mardia’s and Srivastava’s kurtosis-based tests for multivariate normality

Zofia Hanusz, Joanna Tarasińska, Zbigniew Osypiuk (2012)

Biometrical Letters

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The kurtosis-based tests of Mardia and Srivastava for assessing multivariate normality (MVN) are considered. The asymptotic standard normal distribution of their test statistics, under normality, is often misused for too small samples. The purpose of this paper is to suggest mean-and-variance corrected versions of the Mardia and Srivastava test statistics. Simulation studies evaluating both the true sizes and the powers of original and corrected tests against selected alternatives are...

Test of Supremum

Zoran Glišić (1988)

Publications de l'Institut Mathématique

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Near-exact distributions for the generalized Wilks Lambda statistic

Luís M. Grilo, Carlos A. Coelho (2010)

Discussiones Mathematicae Probability and Statistics

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Two near-exact distributions for the generalized Wilks Lambda statistic, used to test the independence of several sets of variables with a multivariate normal distribution, are developed for the case where two or more of these sets have an odd number of variables. Using the concept of near-exact distribution and based on a factorization of the exact characteristic function we obtain two approximations, which are very close to the exact distribution but far more manageable. These near-exact...

On a property of the F distribution.

Alfred E. Crofts Jr. (1982)

Trabajos de Estadística e Investigación Operativa

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Suppose that U has an F distribution with ν and ν degrees of freedom. It is well known that as ν approaches infinity, the limiting distribution of νU is chi-square with ν degrees of freedom.

On two families of tests for normality with empirical description of their performances

Dominik Szynal, Waldemar Wołyński (2014)

Discussiones Mathematicae Probability and Statistics

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We discuss two families of tests for normality based on characterizations of continuous distributions via order statistics and record values. Simulations of their powers show that they are competitive to widely recommended tests in the literature.