Murakami et al. (2009) proposed a k-sample modified Baumgartner statistic (Vk) to test the equality of k independent distributions. In this paper, the Barndorff-Nielsen formula was proposed to approximate p-values from the limiting distribution of Vk. The main advantages of the proposed method are the efficiency in computations and the implementation simplicity to standard statistical software.
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Author Name: Augustine Wong
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Keywords: Anderson-Darling Test; Barndorff-Nielson Formula; Lugannani and Rice Formula; Saddlepoint Approximation; Singularity
ISSN: 2325-7040
EISSN: 2325-7059
EOI/DOI:
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