http://arxiv.org/abs/2111.02252
We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test can outperform existing ones, such as the well known Kolmogorov-Smirnov or Anderson-Darling tests, in particular when the number of samples is small and differences occur over a small quantile of the null hypothesis distribution. A detailed description of the test statistic is provided including an illustration and examples, together with a parameterization of its distribution based on simulation.
P. Eller and L. Shtembari
Thu, 4 Nov 21
22/73
Comments: N/A