1. High Order Expansion Method for Kuiper's $V_n$ Statistic
- Author
-
Zhang, Hong-Yan, Feng, Zhi-Qiang, Lin, Rui-Jia, and Zhou, Yu
- Subjects
Mathematics - Statistics Theory - Abstract
Kuiper's $V_n$ statistic, a measure for comparing the difference of ideal distribution and empirical distribution, is of great significance in the goodness-of-fit test. However, Kuiper's formulae for computing the cumulative distribution function, false positive probability and the upper tail quantile of $V_n$can not be applied to the case of small sample capacity $n$ since the approximation error is $\mathcal{O}(n^{-1})$. In this work, our contributions lie in three perspectives: firstly the approximation error is reduced to $\mathcal{O}(n^{-(k+1)/2})$ where $k$ is the expansion order with the \textit{high order expansion} (HOE) for the exponent of differential operator; secondly, a novel high order formula with approximation error $\mathcal{O}(n^{-3})$ is obtained by massive calculations; thirdly, the fixed-point algorithms are designed for solving the Kuiper pair of critical values and upper tail quantiles based on the novel formula. The high order expansion method for Kuiper's $V_n$-statistic is applicable for various applications where there are more than $5$ samples of data. The principles, algorithms and code for the high order expansion method are attractive for the goodness-of-fit test., Comment: arXiv admin note: text overlap with arXiv:2308.09463
- Published
- 2023