<p>Kuiper’s <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11222_2025_10623_Article_IEq1.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(V_n\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>V</mi> <mi>n</mi> </msub> </math></EquationSource> </InlineEquation> statistic, a measure for comparing the difference of ideal distribution and empirical distribution, is of great significance in the goodness-of-fit test. However, Kuiper’s formulae for computing the cumulative distribution function, false positive probability, and the upper tail quantile of <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11222_2025_10623_Article_IEq1.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(V_n\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>V</mi> <mi>n</mi> </msub> </math></EquationSource> </InlineEquation> cannot be applied to the case of small sample capacity <i>n</i> since the approximation error is <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11222_2025_10623_Article_IEq5.gif" Format="GIF" Height="23" Rendition="HTML" Resolution="72" Type="Linedraw" Width="60" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathcal {O}\left( n^{-1}\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mfenced close=")" open="("> <msup> <mi>n</mi> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msup> </mfenced> </mrow> </math></EquationSource> </InlineEquation>. In this work, our contributions lie in three perspectives: firstly the approximation error is reduced to <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11222_2025_10623_Article_IEq6.gif" Format="GIF" Height="23" Rendition="HTML" Resolution="72" Type="Linedraw" Width="97" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathcal {O}\left( n^{-(k+1)/2}\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mfenced close=")" open="("> <msup> <mi>n</mi> <mrow> <mo>-</mo> <mo stretchy="false">(</mo> <mi>k</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">/</mo> <mn>2</mn> </mrow> </msup> </mfenced> </mrow> </math></EquationSource> </InlineEquation> where <i>k</i> is the expansion order with the <i>high order expansion</i> for the exponent of the differential operator; secondly, a novel high order formula with approximation error <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11222_2025_10623_Article_IEq7.gif" Format="GIF" Height="23" Rendition="HTML" Resolution="72" Type="Linedraw" Width="60" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathcal {O}\left( n^{-3}\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mfenced close=")" open="("> <msup> <mi>n</mi> <mrow> <mo>-</mo> <mn>3</mn> </mrow> </msup> </mfenced> </mrow> </math></EquationSource> </InlineEquation> is obtained by massive calculations; thirdly, the fixed-point algorithms are designed for solving the Kuiper pair of critical values and upper tail quantiles based on the novel formula. The high order expansion method for Kuiper’s <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11222_2025_10623_Article_IEq1.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(V_n\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>V</mi> <mi>n</mi> </msub> </math></EquationSource> </InlineEquation> statistic is applicable for various applications where there are more than five samples of data. The principles, algorithms, and code for the high order expansion method are attractive for the goodness-of-fit test.</p>

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High order expansion method for Kuiper’s \(V_n\) statistic in goodness-of-fit test

  • Hong-Yan Zhang,
  • Zhi-Qiang Feng,
  • Haoting Liu,
  • Rui-Jia Lin,
  • Yu Zhou

摘要

Kuiper’s \(V_n\) V n statistic, a measure for comparing the difference of ideal distribution and empirical distribution, is of great significance in the goodness-of-fit test. However, Kuiper’s formulae for computing the cumulative distribution function, false positive probability, and the upper tail quantile of \(V_n\) V n cannot be applied to the case of small sample capacity n since the approximation error is \(\mathcal {O}\left( n^{-1}\right) \) O n - 1 . In this work, our contributions lie in three perspectives: firstly the approximation error is reduced to \(\mathcal {O}\left( n^{-(k+1)/2}\right) \) O n - ( k + 1 ) / 2 where k is the expansion order with the high order expansion for the exponent of the differential operator; secondly, a novel high order formula with approximation error \(\mathcal {O}\left( n^{-3}\right) \) O n - 3 is obtained by massive calculations; thirdly, the fixed-point algorithms are designed for solving the Kuiper pair of critical values and upper tail quantiles based on the novel formula. The high order expansion method for Kuiper’s \(V_n\) V n statistic is applicable for various applications where there are more than five samples of data. The principles, algorithms, and code for the high order expansion method are attractive for the goodness-of-fit test.