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A multivariate uniformity test for the case of unknown support

机译:支持未知情况下的多变量均匀性检验

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摘要

A test for the hypothesis of uniformity on a support S si contained in R~d is proposed. It is based on the use of multivariate spacings as those studied in Janson (Ann. Probab. 15:274-280, 1987). As a novel aspect, this test can be adapted to the case that the support S is unknown, provided that it fulfils the shape condition of λ-convexity. The consistency properties of this test are analyzed and its performance is checked through a small simulation study. The numerical problems involved in the practical calculation of the maximal spacing (which is required to obtain the test statistic) are also discussed in some detail.
机译:提出了关于R_d中包含的支撑物S si均匀性假设的检验。它基于在Janson(Ann。Probab。15:274-280,1987)中研究的多元间距的使用。作为新颖的方面,该测试可以适合于支撑件S未知的情况,只要它满足λ凸的形状条件即可。分析了该测试的一致性属性,并通过小型模拟研究检查了其性能。还详细讨论了最大间距的实际计算中所涉及的数值问题(这是获得测试统计量所必需的)。

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