On the asymptotic distributions of high‐order spacings statistics

Peter M. Guttorp, Richard Lockhart · Canadian Journal of Statistics · 1989

Abstract Goodness‐of‐fit tests for the uniform distribution based on sums of smooth functions ofm‐spacings are studied. A limiting sum‐of‐weighted‐chi‐squareds approximation is shown to be accurate uniformly inmfor the special cases of analogues of Greenwooďs statistic and Moran's statistic. Asymptotic critical points are provided; theory and Monte Carlo studies show they are accurate for allmprovidednis moderately large.

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