A Saddlepoint Approximation to the Limiting Distribution of a <var>k</var>-sample Baumgartner Statistic

Hidetoshi Murakami; Toshinari Kamakura; Midori Taniguchi

doi:10.14490/jjss.39.133

A Saddlepoint Approximation to the Limiting Distribution of a k-sample Baumgartner Statistic

Hidetoshi Murakami, Toshinari Kamakura, Midori Taniguchi

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Keywords: k-sample Baumgartner statistic, Limiting distribution, Saddlepoint approximation, Nonparametric test

JOURNAL FREE ACCESS

2009 Volume 39 Issue 2 Pages 133-141

DOI https://doi.org/10.14490/jjss.39.133

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Abstract

A k-sample modified Baumgartner statistic is proposed. For k=3, the limiting distribution of a k-sample Baumgartner statistic is derived with a procedure similar to Anderson-Darling (1952). For the case of k ≥ 4, a saddlepoint approximation is used to approximate the limiting distribution of the k-sample Baumgartner statistic. The critical values are given for k=3 to 10, 25, 50 and 100.

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