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Small Sample Theory of the Langevin Distribution
Author(s) -
Chou Rouhjane
Publication year - 1986
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1986.tb00706.x
Subject(s) - sample (material) , statistical physics , mathematics , distribution (mathematics) , statistics , langevin equation , asymptotic distribution , null hypothesis
Summary The one‐sample and multi‐sample problems for the Langevin distribution are studied. The asymptotic expansions of the distributions of several test statistics proposed by Watson (1983a) are obtained under both the null and the alternative hypotheses.