ON THE SMALL SAMPLE DISTRIBUTION OF THE R S STATISTIC/

This paper gives an account of the R/S statistic and its known propert ies. It assesses the adequacy of the asymptotic distribution of the st atistic in the case of samples of small and moderate size, and suggest s an improved approximation based on the beta distribution. The result s indicate that the proposed beta approximation is superior to the asy mptotic distribution for practical purposes. Hence a new table of crit ical values is presented as an alternative to that of Lo(1991).