3 papers
math.ST2021
Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix
Aya Shinozaki, Koki Shimizu, Hiroki Hashiguchi
In this study, we derive the exact distributions of eigenvalues of a singular Wishart matrix under an elliptical model. We define generalized heterogeneous hypergeometric functions…
math.ST2021
Approximation to probability density functions in sampling distributions based on Fourier cosine series
Shigekazu Nakagawa, Hiroki Hashiguchi, Yoko Ono
We derive a simple and precise approximation to probability density functions in sampling distributions based on the Fourier cosine series. After clarifying the required conditions…
stat.CO2012
A measure of skewness for testing departures from normality
Shigekazu Nakagawa, Hiroki Hashiguchi, Naoto Niki
We propose a new skewness test statistic for normality based on the Pearson measure of skewness. We obtain asymptotic first four moments of the null distribution for this statistic…