A powerful test for uniformity to detect highly peaked alternativedensities |
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Authors: | J.W. Swancpoel II C.E. De Beer |
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Affiliation: | Department of Statistics and Operations Research , Potchefrstroom University for CHE , Potchefstroom, 2520, Republic of South Africa |
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Abstract: | A new class of statistical tests for uniformity based on sample ranges is proposed to detect a uniform density contaminated by a density with one or more high peaks. These kinds of alternatives occur quite frequently, especially in physics. It is shown that the proposed tests arc consistent and have high Pitman asymptotic relative efficiencies. Results of a Monte Carlo power study indicate that they, compared with other tests of uniformity, possess good power properties.A comparative study of various tests is also conducted using real data. An effcient algorithm for computing out test statistic and a table of percentage points are given, providing a practical guide for using the new test. |
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Keywords: | asymptotic normality goodness-of-fil Monte Carlo Pitman efficiency sample range uniformity |
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