Q-statistic
From HandWiki
The Q-statistic or q-statistic is a test statistic:
- The Box-Pierce test outputs a Q-statistic (uppercase) which follows the chi-squared distribution. See also Portmanteau test.
- The Ljung-Box test is a modified version of the Box-Pierce test which provides better small sample properties.
- The Tukey-Kramer test outputs a q-statistic (lowercase), also called the studentized range statistic, which follows the studentized range distribution.
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