首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On powerful distributional tests based on sample spacings
Authors:Peter Hall
Abstract:This paper is devoted to tests for uniformity based on sum-functions of m-spacings, where m diverges to infinity as the sample size, n, increases. It is shown that if m diverges at a slower rate than n1/2 then the commonly used sum-function will detect alternatives distant (mn)−1/4 from the uniform. This result fails if m diverges more quickly than n1/2, and in that situation the statistic must be modified. The case where m/n → , 0 < < 1, is also considered, and it is shown that the test has adequate power against local and fixed alternatives if and only if is irrational.
Keywords:central limit theorem  fixed alternative  local alternative  order statistic  power  spacings test  uniform distribution
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号