The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data
AbstractWe 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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Bibliographic InfoPaper provided by Department of Economics, University of Victoria in its series Econometrics Working Papers with number 0607.
Length: 8 pages
Date of creation: 17 Nov 2006
Date of revision:
Note: ISSN 1485-6441
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Postal: PO Box 1700, STN CSC, Victoria, BC, Canada, V8W 2Y2
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More information through EDIRC
Distributions on the Circle; Goodness-of-fit; Watson's UN-squared; Discrete data; Benford's Law;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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- 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.
- David Giles, 2007. "Benford's law and naturally occurring prices in certain ebaY auctions," Applied Economics Letters, Taylor and Francis Journals, vol. 14(3), pages 157-161.
- Canessa, Enrique, 2003. "Theory of analogous force on number sets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 328(1), pages 44-52.
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