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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2017 Volume 466, Pages 67–80 (Mi znsl6541)

This article is cited in 1 paper

Goodness-of-fit tests based on the characterization of uniformity by the ratio of order statistics, and their efficiencies

K. Yu. Volkova, M. S. Karakulov, Ya. Yu. Nikitin

St. Petersburg State University, St. Petersburg, Russia

Abstract: We construct integral and supremum type goodness-of-fit tests for the uniform law based on Ahsanullah's characterization of uniform law. We discuss limiting distributions of new tests and describe the logarithmic large deviation asymptotics of test statistics under null-hypothesis. This enables to calculate their local Bahadur efficiency under some parametric alternatives. Conditions of local optimality of new statistics are given.

Key words and phrases: uniform distribution, hypotheses testing, characterization, $U$-statistics, large deviations, Bahadur efficiency, local optimality.

UDC: 519.2

Received: 06.10.2017



© Steklov Math. Inst. of RAS, 2024