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{{distinguish|Tsallis statistics}}
The '''Q-statistic''' is a [[test statistic]] output by either the [[Box-Pierce test]] or, in a modified version which provides better small sample properties, by the [[Ljung-Box test]]. It follows the [[chi-squared distribution]].


The '''Q-statistic''' or '''q-statistic''' is a [[test statistic]]:
See also [[Portmanteau test]].


*The [[Box-Pierce test]] outputs a Q-statistic (uppercase) which follows the chi-squared distribution
The q statistic or studentized range statistic is a statistic used for multiple significance testing across a number of means.
**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


[[Category:Statistical tests]]
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[[de:Q-Statistik]]
[[de:Q-Statistik]]

Latest revision as of 21:10, 26 March 2024

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