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Abstract Details

Activity Number: 620
Type: Contributed
Date/Time: Thursday, August 2, 2012 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #305184
Title: Tests Based on Sum-Functions of Spacings
Author(s): Magnus Ekström*+
Address: Centre of Biostochastics, Umeå, _, 90183, Sweden
Keywords: Hypothesis test ; Sample spacings ; Asymptotic distribution ; Local alternatives ; Likelihood ratio

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 talk I present large sample theory of tests based on symmetric functions of sample spacings 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. Some examples are given, which show that the new tests work also in situations where the likelihood ratio test breaks down.

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