Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics

Satoshi Kuriki and Akimichi Takemura
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Satoshi Kuriki: The Institute of Statistical Mathematics
Akimichi Takemura: Faculty of Economics, University of Tokyo

No CIRJE-F-77, CIRJE F-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: For the purpose of testing the spherical uniformity based on i.i.d. directional data (unit vectors) zi, i =1,...,n, Anderson and Stephens (1972) proposed testing procedures based on the statistics Smax = maxuS (u) and S min = minuS (u), where u is a unit vector and nS (u) is the sum of square of u'zi's. In this paper we also consider another test statistic Srange = Smax -Smin. We provide formulas for the P-values of Smax , Smin , Srange by approximating tail probabilities of the limiting null distributions by means of the tube method, an integral-geometric approach for evaluating tail probability of the maximum of a Gaussian random field. Monte Carlo simulations for examining the accuracy of the approximation and for the power comparison of the statistics are given.

Pages: 32 pages
Date: 2000-06
New Economics Papers: this item is included in nep-ecm
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