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Small Sample Theory of the Langevin Distribution |
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| Authors: | Rouh-jane Chou |
| Institution: | National Tsing Hua University, Hsin Chu, Taiwan |
| Abstract: | Summary The one-sample and multi-sample problems for the Langevin distribution are studied. The asymptotic expansions of the distributions of several test statistics proposed by Watson (1983a) are obtained under both the null and the alternative hypotheses. |
| Keywords: | |