On the Logarithms of High Order Spacings.
Abstract
The sum of the logarithms of the gaps between order statistics of order m+n and n for n=0 to n+1-m is studied as a test for uniformity on the unit interval, given a sample of size N. Exact means and variances and asymptotic normality are shown in the null case for this problem and that on the circle. Power studies of the test for local alternatives show that the Pitman efficiency is proportional to m.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1975
- Accession Number
- ADA023716
Entities
People
- Noel Cressie
Organizations
- Princeton University