Some parametric tests based on sample spacings

DOI10.1007/S11749-022-00831-0MaRDI QIDQ6169909zbMATH OpenOpenAlexFDO

Authors

Publication date 12 July 2023

Published in Test (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.05832

zbMATH Keywords

hypothesis testasymptotic distributionlikelihood ratio testnearest neighbourmultivariate spacingsgeneralised spacings estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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., $m=1$), 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.

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Cited in

(7)

• scientific article; zbMATH DE number 4041055 (Why is no real title available?)
• Powerful parametric tests based on sum-functions of spacings
• A new method for hypotheses testing using spacings
• A NEW TEST OF UNIFORMITY BASED ON OVERLAPPING SAMPLE SPACINGS
• scientific article; zbMATH DE number 472932 (Why is no real title available?)
• Tests of fit using spacings statistics with estimated parameters
• scientific article; zbMATH DE number 1526247 (Why is no real title available?)

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