Change search
ReferencesLink to record
Permanent link

Direct link
Tests based on sum-functions of spacings
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.
2012 (English)Conference paper, Presentation (Other academic)
Abstract [en]

Assume that we have a sequence of n independent and identically distributed random variables with a continuous distribution function F, which is specified up to a few unknown parameters. In this talk I present large sample theory of tests based on symmetric functions of sample spacings under simple null hypotheses as well as under close alternatives.  Tests which are optimal within this class are constructed, and it is noted that these tests have properties that closely parallel those of the likelihood ratio test. Some examples are given, which show that the new tests work also in situations where the likelihood ratio test breaks down.

Place, publisher, year, edition, pages
Keyword [en]
Hypothesis test, Sample spacings, Asymptotic distribution, Local alternatives, Likelihood ratio
National Category
Probability Theory and Statistics
Research subject
URN: urn:nbn:se:umu:diva-61861OAI: diva2:572387
24th Nordic Conference in Mathematical Statistics (Nordstat), Umeå, June 10-14, 2012
Available from: 2012-11-27 Created: 2012-11-27 Last updated: 2013-06-13Bibliographically approved

Open Access in DiVA

No full text

Search in DiVA

By author/editor
Ekström, Magnus
By organisation
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 110 hits
ReferencesLink to record
Permanent link

Direct link