On A Robustness Property Of The Rayleigh And Bingham Tests Of Uniformity

Keywords

High dimensionality; Uniform distribution

Abstract

It is shown that the standardized versions of the Rayleigh and Bingham statistics converge in distribution, under the null hypothesis, to standard normal random variables as the sample size and the number of variables both approach infinity.

Publication Date

4-1-2016

Publication Title

Statistics and Probability Letters

Volume

111

Number of Pages

55-59

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1016/j.spl.2015.12.007

Socpus ID

84956664400 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/84956664400

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