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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2012 Volume 408, Pages 115–130 (Mi znsl5496)

This article is cited in 5 papers

Goodness-of-fit tests for the power function distribution based on Puri–Rubin characterization and their efficiencies

K. Yu. Volkova, Ya. Yu. Nikitin

St. Petersburg State University, Department of Mathematics and Mechanics, St. Petersburg, Russia

Abstract: We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of $U$-empirical processes and are based on the classical characterization of power function distribution family belonging to Puri and Rubin. We describe the logarithmic large deviation asymptotics of test statistics under null-hypothesis, and calculate their local Bahadur efficiency under common parametric alternatives. Conditions of local optimality of new statistics are given.

Key words and phrases: power distribution function, $U$-statistics, characterization, Bahadur efficiency, hypothesis testing, local optimality.

UDC: 519.2

Received: 02.10.2012


 English version:
Journal of Mathematical Sciences (New York), 2014, 199:2, 130–138

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