Probability of the moderate deviations for the sum-functions of spacing
Keywords:
Spacings, uniform distribution, large deviations, goodness-offit, asymptotic efficienciesAbstract
Let 0=U0,n≤U1,n≤…≤Un,n=10=U0,n≤U1,n≤…≤Un,n=1 be an ordered sample from uniform [0,1] distribution Din=Ui,n−Ui−1,nDin=Ui,n−Ui−1,n, i=1,2,..,ni=1,2,..,n, n=1,2,…n=1,2,… , be their spacings,and let f1n,…,fnnf1n,…,fnn be a set of measurable functions. In this paper theorems on the probabilities of deviations in the moderate zones for RnD=f1n(nD1n,…,fnn(nDnnRnD=f1n(nD1n,…,fnn(nDnn are presented. Application of these results to study an intermediate efficiencies of the tests based on statistic Rn(D)Rn(D) are also considered.



