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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1987 Volume 158, Pages 138–145 (Mi znsl5383)

Bahadur efficiency of the Watson–Darling goodness-of-fit tests

Ya. Yu. Nikitin


Abstract: The rough asymptotic behavior of the probability of large deviations is found for Watson–Darling goodness-of-fit tests, which are “centered” versions of Kolomogorov-Smirnov statistics. Their Bahadur effectiveness is calculated and conditions for local asymptotic optimality for the alternative of translation are studied.

UDC: 519.2



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