Cramer-Von Mises检验统计量极限分布的鞍点逼近算法[EB/OL]
北京:中国科技论文在线
) Abstract: In this paper, the limit distribution of Cramer-Von Mises test statistic was considered
The limit distribution is so cumbersome that it is not convenience in practical application
Because in most of the practical application only the tail probability is involved, we only considered the saddlepoint approximation of the tail probability here
Numerical calculations of the approximate results were given to show that the proposed methods are all accurate and indeed feasible
Keywords: Cramer-Von Mises test statistic; limit distribution
) 摘要: 本文讨论了Cramer-Von Mises检验统计量的极限分布问题
由于其极限分布具有较复杂的形式不便应用,且在实际应用中往往只涉及其尾概率的计算,因此我们给出了其尾概率的三种鞍点逼近公式并得到了尾概率的数值计算结果,数值结果表明所提方法精度较高确实可行
关键词: Cramer-Von Mises检验统计量;极限分布;尾概率;鞍点逼近; zhuang xin rui *
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tail probability
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李波 ( 华中师范大学数学与统计学学院
saddlepoint approximation
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