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Modified Kent's statistics for testing goodness of fit for the Fisher distribution in small concentrated samples

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  • Rivest, Louis-Paul

Abstract

The limiting null distribution of Kent's (1982) statistic, to test whether a sample comes from the Fisher distribution is derived when ?, the concentration parameter, goes to [infinity]. A modification is suggested, the limiting null distribution of which is [xi]22 when either ? or n, the sample size, goes to [infinity]. Tests of Fisherness based on the eigenvalues of the sample cross product matrix are also considered. Numerical examples are presented.

Suggested Citation

  • Rivest, Louis-Paul, 1986. "Modified Kent's statistics for testing goodness of fit for the Fisher distribution in small concentrated samples," Statistics & Probability Letters, Elsevier, vol. 4(1), pages 1-4, January.
    • Handle: RePEc:eee:stapro:v:4:y:1986:i:1:p:1-4
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    Cited by:

    1. Bernard Boulerice & Gilles Ducharme, 1994. "Decentered directional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(3), pages 573-586, September.

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