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Powerful Parametric Tests Based on Sum-Functions of Spacings

机译:基于间距求和函数的强大参数测试

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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 paper, tests based on sum-functions of sample spacings are proposed, and large sample theory of the tests are presented 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 in regular parametric models. Some examples are given, which show that the proposed tests work also in situations where the likelihood ratio test breaks down. Extensions to more general hypotheses are discussed.
机译:假设我们有一个由n个独立且分布均匀的随机变量组成的序列,具有连续分布函数F,该函数最多可指定几个未知参数。本文提出了基于样本间距和函数的检验,并在简单的零假设和近似的替代方案下提出了检验的大样本理论。构建了在该类别中最佳的测试,并且注意到这些测试的属性与常规参数模型中的似然比测试的属性非常相似。给出了一些示例,这些结果表明,所提出的测试在似然比测试发生故障的情况下也有效。讨论了更一般的假设的扩展。

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