Bahadur efficiencies of spacings tests for goodness of fit

Xian Zhou; S. Rao Jammalamadaka

doi:10.1007/BF00050667

Bahadur efficiencies of spacings tests for goodness of fit

Xian Zhou^*, S. Rao Jammalamadaka

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

10 Citations (Scopus)

Abstract

This paper is concerned with the exact Bahadur efficiencies of spacings statistics. For a general class of statistics based on a fixed number of spacings, the explicit forms of the exact slopes are derived, and it is shown that the sum of the logarithms of spacings is optimal in this class. Some results are extended to the case where the number of spacings increase with the sample size to infinity.

Original language	English
Pages (from-to)	541-553
Number of pages	13
Journal	Annals of the Institute of Statistical Mathematics
Volume	41
Issue number	3
DOIs	https://doi.org/10.1007/BF00050667
Publication status	Published - Sept 1989
Externally published	Yes

Keywords

Bahadur efficiency
exact slope
goodness of fit
large deviation
spacings

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10.1007/BF00050667

Cite this

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Bahadur efficiencies of spacings tests for goodness of fit

Abstract

Keywords

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