Giles, DE (2006)

The Exact Asymptotic Distribution Function of Watson's U_N² for Testing Goodness-of-Fit with Circular Discrete Data

University of Victoria, Econometrics Working Paper EWP0607.

ISSN/ISBN: 1485-6441 DOI: Not available at this time.

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Abstract: We show that the full asymptotic distribution for Watson’s U_N² statistic, modified for discrete data, can be computed by standard methods. Previous approximate percentiles for the uniform multinomial case are found to be accurate. More extensive percentiles are presented for this distribution, and for the distribution associated with “Benford’s Law”.

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Bibtex:
@techreport{, title={The Exact Asymptotic Distribution Function of Watson ’ S Un 2 for Testing Goodness-offit with Circular Discrete Data *}, author={David E. Giles}, year={2006}, institution={University of Victoria, Dept. of Economics}, number={Econometrics Working Paper EWP0607}, url={https://www.semanticscholar.org/paper/The-Exact-Asymptotic-Distribution-Function-of-’-S-2-Giles/0978fdcd10effcd3aff11d352351a4371b29f179}, }

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Reference Type: Technical Report

Subject Area(s): Statistics

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