Watson U2 StatisticCompute the probability associated with the Watson U2 statistic (f = cummulative distribution function of the distribution function being tested):\[ WU_{Statistic} = \frac{1}{12n} + \sum_{i=0}^{n-1}{(\frac{2 \cdot i + 1}{2n}-f_{i})^{2}} - n (\frac{1}{n}\sum_{i=0}^{n-1}{f_i} - \frac{1}{2})^{2}, \: when \: 0 < f_{i} \leq f_{i+1} < 1, \, for \; 0 \leq i \leq n-1 \]Computation limitations:Sample size, n; 2 ≤ n ≤ 1000, an integer.Calculated value of the Watson U2 statistic, on the sample of size n, with at least five significant digits, WU; 0.01 ≤ WU ≤ 0.4.Return value:Probability to be observed a better agreement between the observed sample and the hypothetical distribution being tested.Is obtained with four significant digits. Limitation: 1.0E-11 ≤ min(p,1-p).Ref:A paper describing the procedure will be prepared.Calculation uses 41 coeficients obtained from a Monte-Carlo experiment.Compute for: |