Name
Title | ||
|---|---|---|
Symbolic computation for approximating distributions of some families of one and two-sample nonparametric test statistics |
Abstract | ||
|---|---|---|
A conditional saddlepoint approximation was provided by Gatto and Jammalamadaka (1999) for computing the distribution function of many test statistics based on dependent quantities like multinomial frequencies, spacing frequencies, etc. The considerable complexity of the formulas involved can be bypassed by symbolic computation. This article illustrates the effectiveness of symbolic computation to evaluate the saddlepoint approximation for the likelihood ratio, the exponential score, and the Wald-Wolfowitz test statistics. The case of composite hypotheses is also discussed. |
Year | DOI | Venue |
|---|---|---|
2001 | 10.1023/A:1026518218069 | Statistics and Computing |
Keywords | Field | DocType |
saddlepoint approximation,quantile approximation,discrete distribution,computer algebra,exponential score,likelihood ratio and Wald-Wolfowitz test statistics,goodness-of-fit tests,composite hypothesis,geometric,multinomial and Poisson distributions | Exponential function,Multinomial distribution,Symbolic computation,Nonparametric statistics,Probability distribution,Statistics,Goodness of fit,Distribution function,Statistical hypothesis testing,Mathematics | Journal |
Volume | Issue | ISSN |
11 | 1 | 1573-1375 |
Citations | PageRank | References |
3 | 1.32 | 0 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Riccardo Gatto | 1 | 12 | 5.65 |