On two tests based on disjoint m-spacings
Applicationes Mathematicae, Tome 25 (1999) no. 3, pp. 359-373
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
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.
DOI :
10.4064/am-25-3-359-373
Keywords:
step densities, disjoint m-spacings, limit distributions, Bahadur approximate efficiency
Affiliations des auteurs :
Franciszek Czekała 1
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author = {Franciszek Czeka{\l}a},
title = {On two tests based on disjoint m-spacings},
journal = {Applicationes Mathematicae},
pages = {359--373},
year = {1999},
volume = {25},
number = {3},
doi = {10.4064/am-25-3-359-373},
zbl = {1051.62509},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-25-3-359-373/}
}
Franciszek Czekała. On two tests based on disjoint m-spacings. Applicationes Mathematicae, Tome 25 (1999) no. 3, pp. 359-373. doi: 10.4064/am-25-3-359-373
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