Fourier Series Approximation for the Generalized Baumgartner Statistic
Fourier Series Approximation for the Generalized Baumgartner Statistic
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广义鲍姆加特纳统计量的傅里叶级数近似
DOI：
10.5351/ckss.2012.19.3.451
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发表时间：
2012
影响因子：
0.4
通讯作者：
Hyung
中科院分区：
文献类型：
--
作者：
Hyung
Baumgartner et al.（1998）对两个独立抽取的数据样本来自同一总体的原假设提出了一种新的统计检验，Murakami（2006）将检验统计量推广到两个以上样本。虽然目前还没有找到广义Baumgartner统计量的精确密度函数和分布函数的表达式，但得到了其极限分布的特征函数。由于计算能力的发展，傅立叶级数逼近可以很容易地利用其拉普拉斯变换来精确有效地逼近其密度函数。数值算例表明，傅里叶级数方法对广义鲍姆加特纳统计量的统计量提供了精确的逼近。
Baumgartner et al. (1998) proposed a novel statistical test for the null hypothesis that two independently drawn samples of data originate from the same population, and Murakami (2006) generalized the test statistic for more than two samples. Whereas the expressions of the exact density and distribution functions of the generalized Baumgartner statistic are not yet found, the characteristic function of its limiting distribution has been obtained. Due to the development of computational power, the Fourier series approximation can be readily utilized to accurately and efficiently approximate its density function based on its Laplace transform. Numerical examples show that the Fourier series method provides an accurate approximation for statistical quantities of the generalized Baumgartner statistic.
k 样本 Baumgartner 统计量的极限分布的鞍点近似
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.
修正的 Anderson-Darling 统计量及其功效比较
DOI：
--
发表时间：
2022
期刊：
影响因子：
--
作者：
Yuyan Ma;Masato Kitani;Hidetoshi Murakami
通讯作者：
Hidetoshi Murakami