IDEAS home Printed from https://ideas.repec.org/a/spr/metron/v71y2013i2p123-138.html
   My bibliography  Save this article

On approximating the distribution of quadratic forms in uniform and beta order statistics

Author

Listed:
  • Serge Provost
  • A. Mohsenipour

Abstract

This paper provides a moment-based approximation to the distribution of a quadratic forms in uniform random variables and in order statistics from a uniform population. Certain goodness-of-fit statistics can be expressed in terms of the latter. In particular, it is shown that the proposed methodology yields more accurate percentiles than a previously used approximation in connection with a criterion that is expressible as a quadratic form in order statistics from a uniform distribution. The more general case of quadratic forms in beta random variables is also discussed. The density approximants are expressed as the product of a beta distributed base density function and a polynomial adjustment. Several illustrative examples are provided. Copyright Sapienza Università di Roma 2013

Suggested Citation

  • Serge Provost & A. Mohsenipour, 2013. "On approximating the distribution of quadratic forms in uniform and beta order statistics," METRON, Springer;Sapienza Università di Roma, vol. 71(2), pages 123-138, September.
    • Handle: RePEc:spr:metron:v:71:y:2013:i:2:p:123-138
    DOI: 10.1007/s40300-013-0014-z
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s40300-013-0014-z
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s40300-013-0014-z?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metron:v:71:y:2013:i:2:p:123-138. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.