On two tests based on disjoint m-spacings

Franciszek Czekała

Applicationes Mathematicae (1998)

  • Volume: 25, Issue: 3, page 359-373
  • ISSN: 1233-7234

Abstract

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This paper is concerned with the properties of two statistics based on the logarithms of disjoint m-spacings. The asymptotic normality is established in an elementary way and exact and asymptotic means and variances are computed in the case of uniform distribution on the interval [0,1]. This result is generalized to the case when the sample is drawn from a distribution with positive step density on [0,1]. Bahadur approximate efficiency of tests based on those statistics is found for such alternatives.

How to cite

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Czekała, Franciszek. "On two tests based on disjoint m-spacings." Applicationes Mathematicae 25.3 (1998): 359-373. <http://eudml.org/doc/219209>.

@article{Czekała1998,
abstract = {This paper is concerned with the properties of two statistics based on the logarithms of disjoint m-spacings. The asymptotic normality is established in an elementary way and exact and asymptotic means and variances are computed in the case of uniform distribution on the interval [0,1]. This result is generalized to the case when the sample is drawn from a distribution with positive step density on [0,1]. Bahadur approximate efficiency of tests based on those statistics is found for such alternatives.},
author = {Czekała, Franciszek},
journal = {Applicationes Mathematicae},
keywords = {step densities; disjoint m-spacings; limit distributions; Bahadur approximate efficiency},
language = {eng},
number = {3},
pages = {359-373},
title = {On two tests based on disjoint m-spacings},
url = {http://eudml.org/doc/219209},
volume = {25},
year = {1998},
}

TY - JOUR
AU - Czekała, Franciszek
TI - On two tests based on disjoint m-spacings
JO - Applicationes Mathematicae
PY - 1998
VL - 25
IS - 3
SP - 359
EP - 373
AB - This paper is concerned with the properties of two statistics based on the logarithms of disjoint m-spacings. The asymptotic normality is established in an elementary way and exact and asymptotic means and variances are computed in the case of uniform distribution on the interval [0,1]. This result is generalized to the case when the sample is drawn from a distribution with positive step density on [0,1]. Bahadur approximate efficiency of tests based on those statistics is found for such alternatives.
LA - eng
KW - step densities; disjoint m-spacings; limit distributions; Bahadur approximate efficiency
UR - http://eudml.org/doc/219209
ER -

References

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  1. R. R. Bahadur (1960), Stochastic comparison of tests, Ann. Math. Statist. 31, 276-295. Zbl0201.52203
  2. J. Bartoszewicz (1995), Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings, Statist. Probab. Lett. 23, 211-220. Zbl0820.62039
  3. N. Cressie (1976), On the logarithms of high-order spacings, Biometrika 63, 343-355. Zbl0331.62036
  4. F. Czekała (1996), Normalizing constants for a statistic based on logarithms of disjoint spacings, Appl. Math. (Warsaw) 23 (4), 405-416. Zbl0843.62018
  5. D. A. Darling (1953), On a class of problems relating to the random division of an interval, Ann. Math. Statist. 24, 239-253. Zbl0053.09902
  6. G. E. Del Pino (1979), On the asymptotic distribution of k-spacings with applications to goodness of fit tests, Ann. Statist. 7, 1058-1065. Zbl0425.62026
  7. J. R. Gebert and B. K. Kale (1969), Goodness of fit tests based on discriminatory information, Statist. Hefte 3, 192-200. Zbl0179.24102
  8. S. R. Jammalamadaka and R. C. Tiwari (1986), Efficiencies of some disjoint spacings tests relative to a χ 2 test, in: M. L. Puri, J. Vilaplana and W. Wertz (eds.), New Perspectives in Theoretical and Applied Statistics, Wiley, New York, 311-318. 
  9. B. K. Kale (1969), Unified derivation of tests of goodness of fit based on spacings, Sankhyā Ser. A 31, 43-48. Zbl0176.48604
  10. F. Proschan and R. Pyke (1964), Asymptotic normality of certain test statistics of exponentiality, Biometrika 51, 253-255. Zbl0192.25803

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