The probability of large deviations for the sum functions of spacings (Q2468964)

Summary: Let \(0=U_{0,n}\leq U_{1,n}\leq\cdots\leq U_{n-1,n}\leq U_{n,n}=1\) be an ordered sample from the uniform \([0,1]\) distribution, and \(D_{in}=U_{i,n}-U_{i-1,n}\), \(i=1,2,\dots,n\); \(n=1,2,\dots\), be their spacings, and let \(f_{1n},\dots,f_{nn}\) be a set of measurable functions. In this paper, the probabilities of the moderate and Cramer-type large deviation theorems for statistics \(R_n(D)=f_{1n}(nD_{1n})+\cdots+f_{nn}(nD_{nn})\) are proved. Application of these theorems for determination of the intermediate efficiencies of the tests based on \(R_n(D)\)-type statistics is presented here too.