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Some parametric tests based on sample spacings

Author

Listed:
  • Rahul Singh

    (Indian Institute of Technology Kanpur)

  • Neeraj Misra

    (Indian Institute of Technology Kanpur)

Abstract

Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on statistics that are symmetric functions of m-step disjoint sample spacings. Asymptotic properties of these tests have been investigated under the simple null hypothesis and under a sequence of local alternatives converging to the null hypothesis. The asymptotic properties of the proposed tests have also been studied under the composite null hypothesis. We observed that these tests have similar asymptotic properties as the likelihood ratio test. Finite sample performances of the proposed tests are assessed numerically. A data analysis based on real data is also reported. The proposed tests provide alternative to similar tests based on simple spacings (i.e. $$m=1$$ m = 1 ), that were proposed earlier in the literature. These tests also provide an alternative to likelihood ratio tests in situations where likelihood function may be unbounded, and hence, likelihood ratio tests do not exist.

Suggested Citation

  • Rahul Singh & Neeraj Misra, 2023. "Some parametric tests based on sample spacings," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 211-231, March.
    • Handle: RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00831-0
    DOI: 10.1007/s11749-022-00831-0
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    References listed on IDEAS

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    1. Torabi, Hamzeh, 2006. "A new method for hypotheses testing using spacings," Statistics & Probability Letters, Elsevier, vol. 76(13), pages 1345-1347, July.
    2. M. Ekström & S. M. Mirakhmedov & S. Rao Jammalamadaka, 2020. "A class of asymptotically efficient estimators based on sample spacings," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 617-636, September.
    3. Kristi Kuljus & Bo Ranneby, 2015. "Generalized Maximum Spacing Estimation for Multivariate Observations," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 1092-1108, December.
    4. Mirakhmedov, Sherzod A., 2005. "Lower estimation of the remainder term in the CLT for a sum of the functions of k-spacings," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 411-424, July.
    5. Kristi Kuljus & Bo Ranneby, 2020. "Asymptotic normality of generalized maximum spacing estimators for multivariate observations," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(3), pages 968-989, September.
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