UTokyo Repository 東京大学

UTokyo Repository >
117 経済学研究科・経済学部 >
70 日本経済国際共同センター >
Discussion Paper F series (in English) >

このページ(論文)をリンクする場合は次のURLを使用してください: http://hdl.handle.net/2261/2342

タイトル: Tail Probabilities of the Limiting Null Distributions of the Anderson-Stephens Statistics
著者: Kuriki, Satoshi
Takemura, Akimichi
キーワード: directional data
integral geometry
maximum of a Gaussian field
tivariate symmetric normal distribution
test for spherical uniformity
Weyl's formula
発行日: 2000年6月
出版者: 日本経済国際共同センター
抄録: 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 = maxuS (u) and S min = minuS (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.
URI: http://hdl.handle.net/2261/2342
その他の識別子: CF-77
出現カテゴリ:061 ディスカッションペーパー
Discussion Paper F series (in English)


ファイル 記述 サイズフォーマット
2000cf77.html598 BHTML見る/開く



Valid XHTML 1.0! DSpace Software Copyright © 2002-2010  Duraspace - ご意見をお寄せください