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dc.contributor.authorConniffe, Denis
dc.contributor.authorSpencer, John E.
dc.date.accessioned2012-03-09T15:49:01Z
dc.date.available2012-03-09T15:49:01Z
dc.date.issued2000
dc.identifier.citationConniffe, Denis; Spencer, John E. 'Approximating the distribution of the R/s statistic'. - Economic & Social Review, Vol. 31, No. 3, July, 2000, pp. 237-248, Dublin: Economic & Social Research Institute
dc.identifier.issn0012-9984
dc.identifier.otherJEL C40
dc.identifier.otherJEL C44
dc.identifier.urihttp://hdl.handle.net/2262/62598
dc.description.abstractThe R/s statistic, used for many years in hydrology, is increasingly employed in economics, although deficiencies in knowledge about its exact distribution have inhibited progress. Harrison and Treacy (1997) described some applications where R/s arises as a test statistic and they derived close to exact critical values for conventional (5 per cent etc.) significance levels for a range of sample values through Monte Carlo simulation. This paper examines two approaches. One is a simple adjustment to the asymptotic distribution that improves its upper tail accuracy greatly and the other is an approximation to the whole distribution, easily computed and suitable for ?P-value? calculation, which is also reasonably precise in the upper tail. The Harrison and Treacy values and Monte Carlo simulation are used to confirm accuracy.en
dc.language.isoen
dc.publisherEconomic & Social Studies
dc.relation.ispartofVol.XX, No. XX, Issue, Year
dc.sourceEconomic & Social Reviewen
dc.subjectRescaled range statisticen
dc.subjectQuantitative economicsen
dc.subjectQuantitative methodsen
dc.titleApproximating the distribution of the R/s statistic
dc.typeJournal Article
dc.publisher.placeDublinen


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