Goodness-of-fit tests based on the characterization of uniformity by the ratio of order statistics, and their efficiencies
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 26, Tome 466 (2017), pp. 67-80
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We construct integral and supremum type goodness-of-fit tests for the uniform law based on Ahsanullah's characterization of uniform law. We discuss limiting distributions of new tests and describe the logarithmic large deviation asymptotics of test statistics under null-hypothesis. This enables to calculate their local Bahadur efficiency under some parametric alternatives. Conditions of local optimality of new statistics are given.
@article{ZNSL_2017_466_a4,
author = {K. Yu. Volkova and M. S. Karakulov and Ya. Yu. Nikitin},
title = {Goodness-of-fit tests based on the characterization of uniformity by the ratio of order statistics, and their efficiencies},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {67--80},
publisher = {mathdoc},
volume = {466},
year = {2017},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a4/}
}
TY - JOUR AU - K. Yu. Volkova AU - M. S. Karakulov AU - Ya. Yu. Nikitin TI - Goodness-of-fit tests based on the characterization of uniformity by the ratio of order statistics, and their efficiencies JO - Zapiski Nauchnykh Seminarov POMI PY - 2017 SP - 67 EP - 80 VL - 466 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a4/ LA - ru ID - ZNSL_2017_466_a4 ER -
%0 Journal Article %A K. Yu. Volkova %A M. S. Karakulov %A Ya. Yu. Nikitin %T Goodness-of-fit tests based on the characterization of uniformity by the ratio of order statistics, and their efficiencies %J Zapiski Nauchnykh Seminarov POMI %D 2017 %P 67-80 %V 466 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a4/ %G ru %F ZNSL_2017_466_a4
K. Yu. Volkova; M. S. Karakulov; Ya. Yu. Nikitin. Goodness-of-fit tests based on the characterization of uniformity by the ratio of order statistics, and their efficiencies. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 26, Tome 466 (2017), pp. 67-80. http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a4/