Shapriro-Francia W' Statistic Using Exclusive Monte Carlo Simulation

  • Rahman, Mezbahur (Department of Mathematics and Statistics, Minnesota State University) ;
  • Pearson, Larry M. (Department of Mathematics and Statistics, Minnesota State University)
  • Published : 2000.10.31

Abstract

An exclusive simulation study is conducted in computing means for order statistics in standard normal variate. Monte Carlo moments are used in Shapiro-Francia W' statistic computation. Finally, quantiles for Shapiro-Francia W' are generated. The study shows that in computing means for order statistics in standard normal variate, complicated distributions and intensive numerical integrations can be avoided by using Monte Carlo simulation. Lack of accuracy is minimal and computation simplicity is noteworthy.

Keywords

References

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