Rayleigh Test
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Rayleigh Test
Rayleigh test can refer to : * a test for periodicity in irregularly sampled data. * a derivation of the above to test for non-uniformity (as unimodal clustering) of a set of points on a circle (eg compass directions). Sometimes known as the Rayleigh z test. See also * Circular distribution * Directional statistics * Kuiper's test Kuiper's test is used in statistics to test that whether a given distribution, or family of distributions, is contradicted by evidence from a sample of data. It is named after Dutch mathematician Nicolaas Kuiper. Kuiper's test is closely related ... * Rayleigh distribution * Watson test * Rayleigh plot References External links A test for the significance of the mean direction and the concentration parameter of a circular distribution. Theory of probability distributions {{statistics-stub ...
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Circular Distribution
In probability and statistics, a circular distribution or polar distribution is a probability distribution of a random variable whose values are angles, usually taken to be in the range A circular distribution is often a continuous probability distribution, and hence has a probability density, but such distributions can also be discrete, in which case they are called circular lattice distributions. Circular distributions can be used even when the variables concerned are not explicitly angles: the main consideration is that there is not usually any real distinction between events occurring at the lower or upper end of the range, and the division of the range could notionally be made at any point. Graphical representation If a circular distribution has a density :p(\phi) \qquad \qquad (0\le\phi<2\pi),\, it can be graphically represented as a closed : ...
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Directional Statistics
Directional statistics (also circular statistics or spherical statistics) is the subdiscipline of statistics that deals with directions (unit vectors in Euclidean space, R''n''), axes (lines through the origin in R''n'') or rotations in R''n''. More generally, directional statistics deals with observations on compact Riemannian manifolds including the Stiefel manifold. The fact that 0 degrees and 360 degrees are identical angles, so that for example 180 degrees is not a sensible mean of 2 degrees and 358 degrees, provides one illustration that special statistical methods are required for the analysis of some types of data (in this case, angular data). Other examples of data that may be regarded as directional include statistics involving temporal periods (e.g. time of day, week, month, year, etc.), compass directions, dihedral angles in molecules, orientations, rotations and so on. Circular distributions Any probability density function (pdf) \ p(x) on the line can be "wrappe ...
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Kuiper's Test
Kuiper's test is used in statistics to test that whether a given distribution, or family of distributions, is contradicted by evidence from a sample of data. It is named after Dutch mathematician Nicolaas Kuiper. Kuiper's test is closely related to the better-known Kolmogorov–Smirnov test (or K-S test as it is often called). As with the K-S test, the discrepancy statistics ''D''+ and ''D''− represent the absolute sizes of the most positive and most negative differences between the two cumulative distribution functions that are being compared. The trick with Kuiper's test is to use the quantity ''D''+ + ''D''− as the test statistic. This small change makes Kuiper's test as sensitive in the tails as at the median and also makes it invariant under cyclic transformations of the independent variable. The Anderson–Darling test is another test that provides equal sensitivity at the tails as the median, but it does not provide the cyclic invariance. This invari ...
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Rayleigh Distribution
In probability theory and statistics, the Rayleigh distribution is a continuous probability distribution for nonnegative-valued random variables. Up to rescaling, it coincides with the chi distribution with two degrees of freedom. The distribution is named after Lord Rayleigh (). A Rayleigh distribution is often observed when the overall magnitude of a vector is related to its directional components. One example where the Rayleigh distribution naturally arises is when wind velocity is analyzed in two dimensions. Assuming that each component is uncorrelated, normally distributed with equal variance, and zero mean, then the overall wind speed (vector magnitude) will be characterized by a Rayleigh distribution. A second example of the distribution arises in the case of random complex numbers whose real and imaginary components are independently and identically distributed Gaussian with equal variance and zero mean. In that case, the absolute value of the complex number is Rayle ...
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Cramér–von Mises Criterion
In statistics the Cramér–von Mises criterion is a criterion used for judging the goodness of fit of a cumulative distribution function F^* compared to a given empirical distribution function F_n, or for comparing two empirical distributions. It is also used as a part of other algorithms, such as minimum distance estimation. It is defined as :\omega^2 = \int_^ _n(x) - F^*(x)2\,\mathrmF^*(x) In one-sample applications F^* is the theoretical distribution and F_n is the empirically observed distribution. Alternatively the two distributions can both be empirically estimated ones; this is called the two-sample case. The criterion is named after Harald Cramér and Richard Edler von Mises who first proposed it in 1928–1930. The generalization to two samples is due to Anderson. The Cramér–von Mises test is an alternative to the Kolmogorov–Smirnov test (1933). Cramér–von Mises test (one sample) Let x_1,x_2,\cdots,x_n be the observed values, in increasing order. Then th ...
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Raleigh Plot
Raleigh plots, or Rayleigh plots (also called circlegrams and closely related to circular histograms, phasor diagrams, and wind roses), are statistical graphics that serve as graphical representations for a Rayleigh test, Raleigh test that map a mean vector to a circular plot. Raleigh plots have many applications in the field of chronobiology, such as in studying butterfly migration patterns or protein and gene expression, and in other fields such as geology, cognitive psychology, and physics. History/Origin Raleigh plots was first introduced by John William Strutt, 3rd Baron Rayleigh, Lord Rayleigh. The concept of Raleigh plots evolved from Raleigh tests, also introduced by Lord Rayleigh in 1880. The Rayleigh test is a popular statistical test used to measure the concentration of data points around a circle, identifying any Unimodality, unimodal bias in the distribution. Rayleigh plots emerged from this analysis as a means to illustrate the nature of the distribution. General ...
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