The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation
The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation
复制标题
基于傅里叶级数近似的广义鲍姆加特纳统计量的非零极限分布
DOI:
10.1007/s00362-018-1012-2
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发表时间:
2018
影响因子:
1.3
通讯作者:
Murakami Hidetoshi
中科院分区:
文献类型:
--
作者:
Miyazaki Ryo;Murakami Hidetoshi
The non-null limiting distribution of the generalized Baumgartner statistic is approximated by applying the Fourier series approximation. Due to the development of computational power, the Fourier series approximation is readily utilized to approximate its probability density function. The infinite product part for a non-central parameter in the characteristic function is re-formulated by using a formula of the trigonometric function. The non-central parameter of the generalized Baumgartner statistic is formulated by the first moment of the generalized Baumgartner statistic under the alternative hypothesis. The non-central parameter is used to calculate the power of the generalized Baumgartner statistic.
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DOI:
--
发表时间:
2010
期刊:
Journal of the Japan Statistical Society
影响因子:
--
作者:
Kamakura;T. and Murakami;H.
通讯作者:
H.
影响因子:
1.3
作者:
F. Tank;S. Eryilmaz
通讯作者:
S. Eryilmaz
影响因子:
2.7
作者:
V. Nair
通讯作者:
V. Nair
影响因子:
1.3
作者:
U. Kamps
通讯作者:
U. Kamps
DOI:
10.5351/ckss.2012.19.3.451
发表时间:
2012
影响因子:
0.4
作者:
Hyung
通讯作者:
Hyung