The noncentral chi-squared distribution with zero degrees of freedom and testing for uniformity

DOI10.1093/BIOMET/66.2.381zbMATH Open0411.62010OpenAlexW2009697654MaRDI QIDQ4197880FDOQ4197880

Andrew F. Siegel

Publication date: 1979

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/66.2.381

zbMATH Keywords

goodness-of-fit testcompound Poisson distributiontime series analysistesting for periodicitytesting uniformitynoncentral chi-squared distributionapproximate critical valueszero degrees of freedom

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (22)

• ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE
• Incomplete Exponential and Hypergeometric Functions with Applications to the Non Central χ²-Distribution
• Simulation of the CEV process and the local martingale property
• Semiparametric analysis of clustered interval-censored survival data with a cure fraction
• On the conditional noncentral beta distribution
• On the relationship between the Poisson-exponential model and the non-central chi-squared distribution
• Title not available (Why is that?)
• Recurrence relations for noncentral density, distribution functions and inverse moments
• Another derivation of two algorithms for the noncentral x²and f distributions
• Efficient computation of the noncentral x²distribution
• Investigation of periodicity for dependent observations
• Random arcs on the circle
• Staying at zero with affine processes: an application to term structure modelling
• Hedging for the long run
• The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions
• Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level
• THE SMALL AND LARGE TIME IMPLIED VOLATILITIES IN THE MINIMAL MARKET MODEL
• Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution
• A (non-central) chi-squared mixture of non-central chi-squareds is (non-central) chi-squared and related results, corollaries and applications
• An adaptive EWMA control chart for monitoring zero-inflated Poisson processes
• A semiparametric cure model for interval‐censored data
• Chi-square simulation of the CIR process and the Heston model

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