On the asymptotic distributions of high-order spacings statistics |
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Authors: | P. Guttorp R. A. Lockhart |
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Abstract: | Goodness-of-fit tests for the uniform distribution based on sums of smooth functions of m-spacings are studied. A limiting sum-of-weighted-chi-squareds approximation is shown to be accurate uniformly in m for the special cases of analogues of Greenwoo?s statistic and Moran's statistic. Asymptotic critical points are provided; theory and Monte Carlo studies show they are accurate for all m provided n is moderately large. |
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Keywords: | Greenwooď s statistic Moran's statistic goodness of fit |
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