On powerful distributional tests based on sample spacings

Peter Hall

Journal of Multivariate Analysis, 1986, vol. 19, issue 2, 201-224

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 --> [varrho], 0

Keywords: central; limit; theorem; fixed; alternative; local; alternative; order; statistic; power; spacings; test; uniform; distribution (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (9)

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