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On two tests based on disjoint m-spacings

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Czekała F.

Applicationes Mathematicae

1998-1999

tom 25

nr 3

359-373

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.

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1 Applicationes Mathematicae

1 Czekała F.

1 1998

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On two tests based on disjoint m-spacings