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The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data

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Author Info
David E. A. Giles () (Department of Economics, University of Victoria)

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Abstract

We show that the full asymptotic distribution for Watson’s 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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File URL: http://web.uvic.ca/econ/research/papers/ewp0607.pdf
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Publisher Info
Paper provided by Department of Economics, University of Victoria in its series Econometrics Working Papers with number 0607.

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Length: 8 pages
Date of creation: 17 Nov 2006
Date of revision:
Handle: RePEc:vic:vicewp:0607

Note: ISSN 1485-6441
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Postal: PO Box 1700, STN CSC, Victoria, BC, Canada, V8W 2Y2
Phone: (250)721-8540
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Web page: http://web.uvic.ca/econ
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Related research
Keywords: Distributions on the Circle; Goodness-of-fit; Watson's UN-squared; Discrete data; Benford's Law;

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Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Econometric and Statistical Methods; Specific Distributions
C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions

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  1. David E. Giles, 2005. "Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions," Econometrics Working Papers 0505, Department of Economics, University of Victoria. [Downloadable!]
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This page was last updated on 2009-11-25.

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