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Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings

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  • Bartoszewicz, Jaroslaw

Abstract

The paper is concerned with the Bahadur and Hodges-Lehmann approximate efficiencies of spacings tests for goodness-of-fit problems. The explicit forms of the approximate slopes are derived for the sums of powers and logarithms of spacings, when the alternative is a distribution with a step density function. Applications to the dispersivity testing problem and numerical values of the efficiencies for various types alternatives are given.

Suggested Citation

  • Bartoszewicz, Jaroslaw, 1995. "Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings," Statistics & Probability Letters, Elsevier, vol. 23(3), pages 211-220, May.
    • Handle: RePEc:eee:stapro:v:23:y:1995:i:3:p:211-220
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    References listed on IDEAS

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    1. Bartoszewicz, Jaroslaw, 1986. "Dispersive ordering and the total time on test transformation," Statistics & Probability Letters, Elsevier, vol. 4(6), pages 285-288, October.
    2. Bartoszewicz, Jaroslaw, 1992. "Asymptotic distributions of tests for dispersive ordering," Statistics & Probability Letters, Elsevier, vol. 15(1), pages 11-20, September.
    3. Xian Zhou & S. Jammalamadaka, 1989. "Bahadur efficiencies of spacings tests for goodness of fit," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(3), pages 541-553, September.
    4. Bartoszewicz, Jaroslaw & Bednarski, Tadeusz, 1990. "On a test for dispersive ordering," Statistics & Probability Letters, Elsevier, vol. 10(4), pages 355-362, September.
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    Cited by:

    1. Yongzhao Shao & Raúl Jiménez, 1998. "Entropy for Random Partitions and Its Applications," Journal of Theoretical Probability, Springer, vol. 11(2), pages 417-433, April.

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