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Bahadur efficiencies of spacings tests for goodness of fit. (English) Zbl 0698.62049

Summary: This paper is concerned with the exact Bahadur efficiencies of spacing statistics. For a general class of statistics based on a fixed number of spacings, the explicit forms of the exact slopes are derived, and it is shown that the sum of the logarithms of spacings is optimal in this class. Some results are extended to the case where the number of spacings increase with the sample size to infinity.

MSC:

62G10 Nonparametric hypothesis testing
60F10 Large deviations
62G20 Asymptotic properties of nonparametric inference
62G30 Order statistics; empirical distribution functions
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References:

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