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A test of goodness-of-fit based on extreme spacings with some efficiency comparisons. (English) Zbl 0638.62038

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.

MSC:

62G10 Nonparametric hypothesis testing
62E20 Asymptotic distribution theory in statistics
62G30 Order statistics; empirical distribution functions
62E15 Exact distribution theory in statistics
62G20 Asymptotic properties of nonparametric inference
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References:

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