Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications

David Giles

No 1201, Econometrics Working Papers from Department of Economics, University of Victoria

Abstract: We 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.)

Keywords: Distributions on the circle; Goodness-of-fit; Watson’s 2N U; Discrete data; Benford’s Law (search for similar items in EconPapers)
JEL-codes: C12 C16 C46 (search for similar items in EconPapers)
Pages: 28 pages
Date: 2012-01-12
New Economics Papers: this item is included in nep-ecm
Note: ISSN 1485-6441
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Persistent link: https://EconPapers.repec.org/RePEc:vic:vicewp:1201

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