Dispersion of the test statistic of round-trip criteria Foster—Stuart
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https://doi.org/10.21638/11701/spbu01.2016.209Abstract
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References
Литература
1. Foster F.G., Stuart A. Distribution-free tests in timeseries dated on the breaking of records // J. Roy. Stat. Soc. 1954. Vol. B16, N 1. P. 1-22.
2. Кобзарь А.И. Прикладная математическая статистика. Для инженеров и научных работников. М.: ФИЗМАТЛИТ, 2006. 816 с.
3. Кендалл М., Стьюарт А. Статистические выводы и связи. М.: Наука, 1973. 900 с.
4. Chandler K.N. The distribution and frequency of record values // J. Roy. Statist. Soc., ser. B. 1952. Vol. 14. P. 220-228.
5. Невзоров В.Б. Рекорды // Теория вероятностей и ее применения. 1987. Т. 32, № 2. С. 219-251.
6. Невзоров В.Б. Рекорды: Математическая теория. М.: ФАЗИС, 2000. 244 с. (Стохастика; Вып. 4).
7. Градштейн И.С., Рыжик И.М. Таблицы интегралов, сумм, рядов и произведений. М.: Физматгиз, 1963. 1100 с.
8. Большев Л.Н., Смирнов Н.В. Таблицы математической статистики. М.: Наука, 1983. 416 с.
References
1. Foster F.G., Stuart A., “Distribution-free tests in timeseries dated on the breaking of records”, J. Roy. Stat. Soc. B16(1), 1–22 (1954).
2. Kobzar A. I., Applied Mathematical Statistics. For engineers and scientists (FIZMATLIT, Moscow, 2006, 816 p.) [In Russian].
3. Kendall M., Stuart A., Statistical inference and connections (Nauka, Moscow, 1973, 900 p.) [In Russian].
4. Chandler K.N., “The distribution and frequency of record values”, J. Roy. Statist. Soc., ser. B 14, 220–228 (1952).
5. Nevzorov V.B., “Rekords”, Theory Probab. Appl. 32(2), 201–228 (1987).
6. Nevzorov V.B., Rekords: Mathematical theory (FAZIS, Moscow, 2000, 244 p., Stohastika; Iss. 4) [In Russian].
7. Gradshtein I. S., Ryzhik I.M., Tables of integrals, sums, series and products (Fizmatgiz, Moscow, 1963, 1100 p.) [In Russian].
8. Bol’shev L.N., Smirnov N.V., Tables of mathematical statistiks (Nauka, Moscow, 1983, 416 p.) [In Russian].
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Published
2020-10-19
How to Cite
Chepurko, V. A. (2020). Dispersion of the test statistic of round-trip criteria Foster—Stuart. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 3(2), 1. https://doi.org/10.21638/11701/spbu01.2016.209
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Mathematics
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Articles of "Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy" are open access distributed under the terms of the License Agreement with Saint Petersburg State University, which permits to the authors unrestricted distribution and self-archiving free of charge.
