| Exact computation of the null distribution of a test for multiple outliers in an exponential sample | |
|---|---|
| 學年 | 97 |
| 學期 | 2 |
| 出版（發表）日期 | 2009-07-01 |
| 作品名稱 | Exact computation of the null distribution of a test for multiple outliers in an exponential sample |
| 作品名稱（其他語言） | |
| 著者 | Lin, Chien-Tai; Balakrishnan, N. |
| 單位 | 淡江大學數學學系 |
| 出版者 | Amsterdam: Elsevier BV |
| 著錄名稱、卷期、頁數 | Computational Statistics and Data Analysis 53(9), pp.3281-3290 |
| 摘要 | Through a systematic application of the recursion of Huffer [Huffer, F., 1988. Divided differences and the joint distribution of linear combinations of spacings. Journal of Applied Probability 25, 346–354], we present an algorithm for evaluating the exact null distribution of the test statistic proposed by Kimber [Kimber, A.C., 1982. Tests for many outliers in an exponential sample. Applied Statistics 31, 263–271] for the testing of up to k upper outliers for discordancy in exponential samples. This method presents another way of obtaining the exact null distribution of the test statistic without first obtaining their joint density. The advantage of this approach is in its generality and also in its ease of use. In addition, it can provide critical values for the test statistic that are accurate to any required degree of precision. Similar results for the sequential testing of up to k lower outliers for discordancy are also presented. |
| 關鍵字 | |
| 語言 | en |
| ISSN | 0167-9473 |
| 期刊性質 | 國外 |
| 收錄於 | SCI |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | |
| 國別 | NLD |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/58734 ) |
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