Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications
AbstractWe show that the full asymptotic null distribution for Watson’s 2N U statistic, modified for discrete data, can be computed simply and exactly by standard methods. Previous approximate quantiles for the uniform multinomial case are found to be accurate. More extensive quantiles are presented for this distribution, as well as for the beta-binomial distribution and for the distributions associated with “Benford’s Laws”. A simulation experiment compares the power of the modified 2N U test with that of Kuiper’s VN test. In addition, four illustrative empirical applications are provided. In addition, four illustrative empirical applications are provided to illustrate the usefulness of the 2N U test. (This paper supercedes EWP0607.)
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Bibliographic InfoPaper provided by Department of Economics, University of Victoria in its series Econometrics Working Papers with number 1201.
Length: 28 pages
Date of creation: 12 Jan 2012
Date of revision:
Note: ISSN 1485-6441
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Distributions on the circle; Goodness-of-fit; Watson’s 2N U; 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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