Testing multivariate uniformity and its applications | |
Liang, JJ; Fang, KT; Hickernell, FJ; Li, RZ | |
刊名 | MATHEMATICS OF COMPUTATION
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2001 | |
卷号 | 70期号:233页码:337-355 |
关键词 | goodness-of-fit discrepancy quasi-Monte Carlo methods testing uniformity |
ISSN号 | 0025-5718 |
英文摘要 | 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. |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | AMER MATHEMATICAL SOC |
WOS记录号 | WOS:000166514000018 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16821] ![]() |
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. |
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