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HOW IT WORKS
Q-statistic
Summary
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
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