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Total time on test function principal components

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  • Kaigh, W. D.

Abstract

A Fourier analytic development of the total time on test function (TTT) provides principal components that are scale free, and which provide criteria for lack of fit. Aggregated values of the squares of these principal components yield a decomposition of the squared coefficient of variation, and a discrete version of the Anderson-Darling type test statistic.

Suggested Citation

  • Kaigh, W. D., 1999. "Total time on test function principal components," Statistics & Probability Letters, Elsevier, vol. 44(4), pages 337-341, October.
  • Handle: RePEc:eee:stapro:v:44:y:1999:i:4:p:337-341
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    References listed on IDEAS

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    1. Mahesh Chandra & Nozer D. Singpurwalla, 1981. "Relationships Between Some Notions Which are Common to Reliability Theory and Economics," Mathematics of Operations Research, INFORMS, vol. 6(1), pages 113-121, February.
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