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A test of goodness-of-fit based on extreme spacings with some efficiency comparisons


Tests for the goodness-of-fit problem based on sample spacings, i.e., observed distances between successive order statistics, have been used in the literature. We propose a new test based on the number of “small” and “large” spacings. The asymptotic theory under close alternative sequences is also given thus enabling one to calculate the asymptotic relative efficiencies of such tests. A comparison of the new test and other spacings tests is given. © 1988, Physica-Verlag Ges.m.b.H. All rights reserved.

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