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On the Durbin–Wagle randomization device and some of its applications

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  • Szkutnik, Zbigniew

Abstract

Validity of Wagle’s multivariate extension of the Durbin randomization device is directly proved and some vague points of the original paper are clarified. The device is then used in a non-standard way to obtain asymptotic distributions of some functions of the multivariate Gaussian sample configuration. Applications comprise, e.g., null distributions of some statistics naturally emerging in the context of invariant testing multivariate normality.

Suggested Citation

  • Szkutnik, Zbigniew, 2012. "On the Durbin–Wagle randomization device and some of its applications," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 103-108.
  • Handle: RePEc:eee:jmvana:v:109:y:2012:i:c:p:103-108
    DOI: 10.1016/j.jmva.2012.03.003
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    References listed on IDEAS

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    1. Piotr Majerski & Zbigniew Szkutnik, 2010. "Approximations to most powerful invariant tests for multinormality against some irregular alternatives," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 113-130, May.
    2. L. Fattorini & C. Pisani, 2000. "Assessing multivariate normality on the "worst" sample configuration," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 23-38.
    3. José González-Barrios & Federico O’Reilly & Raúl Rueda, 2010. "Durbin’s random substitution and conditional Monte Carlo," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 72(3), pages 369-383, November.
    4. Gilles R. Ducharme & Benoît Frichot, 2003. "Quasi Most Powerful Invariant Goodness‐of‐fit Tests," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(2), pages 399-414, June.
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