ArticleOriginal scientific text
Title
On two tests based on disjoint m-spacings
Authors 1
Affiliations
- Mathematical Institute, University of Wrocław, Pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland
Abstract
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.
Keywords
step densities, disjoint m-spacings, limit distributions, Bahadur approximate efficiency
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