arXiv subjects
Publications and source records attributed to Tadeusz Inglot.
We study an empirical interpretation of the Pitman efficiency in testing for uniformity in the two-parametric family of the beta distributions. We show that for contamination models the Pitman efficiency approximates relative efficiency very well.
We show that for local alternatives to uniformity which are determined by a sequence of square integrable densities the moderate deviation (MD) theorem for the corresponding Neyman-Pearson statistic does not hold in the full range for all unbounded densities. We give a sufficient condition under which MD theorem holds. The proof is based on Mogulskii's inequality.
This paper compares the Anderson-Darling and some Eicker-Jaeschke statistics to the classical unweighted Kolmogorov-Smirnov statistic. The goal is to provide a quantitative comparison of such tests and to study real possibilities of using them to detect departures from the hypothesized distribution that occur in the tails. This contribution covers the case when under the alternative a moderately large portion of probability mass is allocated towards the tails. It is demonstrated that the approach allows for tractable, analytic comparison between the given test and the benchmark, and for reliable quantitative evaluation of weighted statistics. Finite sample results illustrate the proposed approach and confirm the theoretical findings. In the course of the investigation we also prove that a slight and natural modification of the solution proposed by Borovkov and Sycheva (1968) leads to a statistic which is a member of Eicker-Jaeschke class and can be considered an attractive competitor of the very popular supremum-type Anderson-Darling statistic.
We show that for local alternatives which are not square integrable the intermediate (or Kallenberg) efficiency of the Neyman-Pearson test for uniformity with respect to the classical Kolmogorov-Smirnov test is equal to infinity. Contrary to this, for local square integrable alternatives the intermediate efficiency is finite and can be explicitly calculated.