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Aya Shinozaki

Publications and source records attributed to Aya Shinozaki.

2 recordsLinked to original sources

Accurate and Efficient Approximation of the Null Distribution of Rao's Spacing Test

Rao's spacing test is a widely used nonparametric method for assessing uniformity on the circle. However, its broader applicability in practical settings has been limited because the null distribution is not easily calculated. As a result, practitioners have traditionally depended on pre-tabulated critical values computed for a limited set of sample sizes, which restricts the flexibility and generality of the method. In this paper, we address this limitation by recursively computing higher-order moments of the Rao's spacing test statistic and employing the Gram-Charlier expansion to derive an accurate approximation to its null distribution. This approach allows for the efficient and direct computation of p-values for arbitrary sample sizes, thereby eliminating the dependency on existing critical value tables. Moreover, we confirm that our method remains accurate and effective even for large sample sizes that are not represented in current tables, thus overcoming a significant practical limitation. Comparative evaluations with published critical values and saddlepoint approximations demonstrate that our method achieves a high degree of accuracy across a wide range of sample sizes. These findings greatly improve the practicality and usability of Rao's spacing test in both theoretical investigations and applied statistical analyses.

stat.ME↗

Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix

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 with two matrix arguments and provide convergence conditions for these functions. The joint density of eigenvalues and the distribution function of the largest eigenvalue for a singular elliptical Wishart matrix are represented by these functions. Numerical computations for the distribution of the largest eigenvalue were conducted under the matrix-variate $t$ and Kotz-type models.

math.ST↗