A test of goodness-of-fit based on extreme spacings with some efficiency comparisons (Q1099536)

Tests for the goodness-of-fit problem based on sample spacings, i.e., observed distances between successive order statistics, have been used in the literature. We propose a new test based on the number of ``small'' and ``large'' spacings. The asymptotic theory under close alternative sequences is also given thus enabling one to calculate the asymptotic relative efficiencies of such tests. A comparison of the new test and other spacings tests is given.