2015/08/21 by Bojana Milošević, Milošević, Bojana
Mathematics · #60F10 #62G10 #62G20 #62G30 #Advanced Statistical Methods and Models #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Distribution Estimation and Applications #Statistical Methods and Inference
paper · pdf · doi:10.48550/arxiv.1508.05314
openalex publication_date 2015/08/21 · openalex created_date 2022/10/05 · openalex updated_date 2026/07/28
In this paper a new class of uniformity tests is proposed. It is shown that\nthose tests are applicable to the cases of any simple null hypothesis as well\nas for the composite null hypothesis of rectangular distributions on arbitrary\nsupport. The asymptotic properties of test statistics are examined. The tests\nare compared with some standard and some recent uniformity tests. For each test\nthe Bahadur efficiencies against some common local alternatives are calculated.\nA class of locally optimal alternatives is found for each proposed test. The\npower study is also provided. Some applications in time series analysis are\npresented.\n