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The Maximum Relative Error in the Filliben Approximation for Uniform Order Statistic Medians

Published

Author(s)

Kenneth A. Snyder

Abstract

The relative error of the Filliben [Technometrics, 17, 111, 1975] approximation for uniform order statistic medians is calculated from the ratio of the error to the mean spacing between medians. The true uniform order statistic medians were calculated by numerical integration using extended precision representations for numbers. An asymptotic analysis from sample sizes up to 100 000 demonstrates that the relative error has an absolute maximum of approximately 1.6 %. For the probability plot correlation coefficient test, this is also the maximum relative error in the order statistic medians of the test distribution.
Citation
Technometrics

Keywords

correlation coeffieient, Filliben test, order statistic medians, probability plot

Citation

Snyder, K. (2017), The Maximum Relative Error in the Filliben Approximation for Uniform Order Statistic Medians, Technometrics (Accessed June 15, 2024)

Issues

If you have any questions about this publication or are having problems accessing it, please contact reflib@nist.gov.

Created February 19, 2017