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Zapiski Nauchnykh Seminarov POMI, 2017, Volume 466, Pages 67–80 (Mi znsl6541)  
This article is cited in 1 scientific paper (total 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
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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.
Funding agency Grant number
Russian Foundation for Basic Research 16-01-00258
Saint Petersburg State University СПбГУ-DFG 6.65.37.2017
Received: 06.10.2017
Document Type: Article
UDC: 519.2
Language: Russian
Citation: K. Yu. Volkova, M. S. Karakulov, Ya. Yu. Nikitin, “Goodness-of-fit tests based on the characterization of uniformity by the ratio of order statistics, and their efficiencies”, Probability and statistics. Part 26, Zap. Nauchn. Sem. POMI, 466, POMI, St. Petersburg, 2017, 67–80
Citation in format AMSBIB
\Bibitem{VolKarNik17}
\by K.~Yu.~Volkova, M.~S.~Karakulov, Ya.~Yu.~Nikitin
\paper Goodness-of-fit tests based on the characterization of uniformity by the ratio of order statistics, and their efficiencies
\inbook Probability and statistics. Part~26
\serial Zap. Nauchn. Sem. POMI
\yr 2017
\vol 466
\pages 67--80
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6541}
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  • https://www.mathnet.ru/eng/znsl/v466/p67
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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