Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics
For the purpose of testing the spherical uniformity based on i.i.d. directional data (unit vectors) zi, i=1,...,n, Anderson and Stephens (Biometrika 59 (1972) 613-621) proposed testing procedures based on the statistics Smax=maxu S(u) and Smin=minu S(u), where u is a unit vector and nS(u) is the sum of squares 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.
Year of publication: |
2004
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Authors: | Kuriki, Satoshi ; Takemura, Akimichi |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 89.2004, 2, p. 261-291
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Publisher: |
Elsevier |
Keywords: | Directional data Integral geometry Maximum of a Gaussian field Multivariate symmetric normal distribution Test for spherical uniformity Weyl's tube formula |
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