Limit theorems for the logarithm of sample spacings
Many statistical problems can be reformulated in terms of tests of uniformity. Some strong laws of large numbers and a central limit theorem for the logarithm of transformed spacings are obtained. These theorems provide a characterization of the uniform distribution. A general information-type inequality is deduced which gives a quantitative measurement (using the Kullback-Leibler number) of the discrepancy between an arbitrary distribution and the uniform distribution.
Year of publication: |
1995
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Authors: | Shao, Yongzhao ; Hahn, Marjorie G. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 24.1995, 2, p. 121-132
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Publisher: |
Elsevier |
Keywords: | Sample spacings Strong laws of large numbers Central limit theorems Information-type inequalities Entropy |
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