Testing multivariate uniformity and its applications

CSpace

	Testing multivariate uniformity and its applications
	Liang, JJ ; Fang, KT ; Hickernell, FJ ; Li, RZ
	2001
发表期刊	MATHEMATICS OF COMPUTATION
ISSN	0025-5718
卷号	70 期号:233 页码:337-355
摘要	Some new Statistics are proposed to test the uniformity of random samples in the multidimensional unit cube [0, 1](d) (d greater than or equal to 2). These statistics are derived from number-theoretic or quasi-Monte Carlo methods for measuring the discrepancy of points in [0, 1](d). Under the null hypothesis that the samples are independent and identically distributed with a uniform distribution in [0, 1](d)., obtain some asymptotic properties of the new statistics. By Monte Carlo simulation, it is found that the finite-sample distributions of the new statistics are well approximated by the standard normal distribution, N(0, 1), or the chi-squared distribution, chi (2)(2). A power study is performed, and possible applications of the new statistics to testing general multivariate goodness-of-fit problems are discussed.
关键词	goodness-of-fit discrepancy quasi-Monte Carlo methods testing uniformity
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000166514000018
出版者	AMER MATHEMATICAL SOC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/16822
专题	中国科学院数学与系统科学研究院
通讯作者	Liang, JJ
作者单位	1.Hong Kong Baptist Univ, Dept Math, Kowloon, Hong Kong, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China 3.Univ N Carolina, Dept Stat, Chapel Hill, NC 27599 USA
推荐引用方式 GB/T 7714	Liang, JJ,Fang, KT,Hickernell, FJ,et al. Testing multivariate uniformity and its applications[J]. MATHEMATICS OF COMPUTATION,2001,70(233):337-355.
APA	Liang, JJ,Fang, KT,Hickernell, FJ,&Li, RZ.(2001).Testing multivariate uniformity and its applications.MATHEMATICS OF COMPUTATION,70(233),337-355.
MLA	Liang, JJ,et al."Testing multivariate uniformity and its applications".MATHEMATICS OF COMPUTATION 70.233(2001):337-355.