Asymptotic Theory of a Class of Tests for Uniformity of a Circular Distribution
Beran, R. J.
Ann. Math. Statist., Tome 40 (1969) no. 6, p. 1196-1206 / Harvested from Project Euclid
Let $(x_1, x_2, \cdots, x_n)$ be independent realizations of a random variable taking values on a circle $C$ of unit circumference, and let $T_n = n^{-1} \int^1_0 \lbrack \sum^n_{j=1} f(x + x_j) - n \rbrack^2 dx,$ where $f(x)$ is a probability density on $C, f \varepsilon L_2\lbrack 0, 1 \rbrack$, and the addition $x + x_j$ is performed modulo 1. $T_n$ is used to test whether the observations are uniformly distributed on $C$. It includes as special cases several other statistics previously proposed for this purpose by Ajne, Rayleigh and Watson. The main results of the paper are the asymptotic distributions of $T_n$ under fixed alternatives to uniformity and under sequences of local alternatives to uniformity. A characterization is found for those alternatives against which $T_n$, with specified $f(x)$, gives a consistent test. The approximate Bahadur slope of $T_n$ is calculated from the asymptotic null distribution; however, an example indicates that this slope may not always reflect the power of $T_n$ reliably. A Monte Carlo simulation for a special case of $T_n$ suggests that a fair approximation to the power of $T_n$ may be obtained from its mean and variance under the alternative.
Publié le : 1969-08-14
Classification: 
@article{1177697496,
     author = {Beran, R. J.},
     title = {Asymptotic Theory of a Class of Tests for Uniformity of a Circular Distribution},
     journal = {Ann. Math. Statist.},
     volume = {40},
     number = {6},
     year = {1969},
     pages = { 1196-1206},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177697496}
}
Beran, R. J. Asymptotic Theory of a Class of Tests for Uniformity of a Circular Distribution. Ann. Math. Statist., Tome 40 (1969) no. 6, pp.  1196-1206. http://gdmltest.u-ga.fr/item/1177697496/