A test of goodness-of-fit based on extreme spacings with some efficiency comparisons |
| |
Authors: | S. Rao Jammalamadaka M. T. Wells |
| |
Affiliation: | (1) Statistics and Applied Probability Program, University of California, 93106 Santa Barbara, CA, USA;(2) Department of Economics and Social Statistics, Cornell University, 14850 Ithaca, NY, USA |
| |
Abstract: | Tests for the goodness-of-fit problem based on sample spacings, i.e., observed distances between successive order statistics, have been used in the literature. We propose a new test based on the number of “small” and “large” spacings. The asymptotic theory under close alternative sequences is also given thus enabling one to calculate the asymptotic relative efficiencies of such tests. A comparison of the new test and other spacings tests is given. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|