On the Expansion of a Spacings Based Statistics
Keywords:
Spacings, i.i.d Random Variable, Uniform spacings, Edgeworth expansions.Abstract
The statistics based on gaps between points usually termed as spacings has been extensively studied in many contexts particularly for testing the hypothesis. When the exact distribution is either unavailable or does not exist in tractable form then it is useful to approximate the distribution of such statistics. One of the most famous among others is the Edgeworth Expansion providing such services. There is a huge literature devoted to studying the distribution of random variable based on uniform
Spacings. One of them is the Log- spacings Statistics. We aim to approximate the distribution of Log- spacing statistics by Edgeworth type expansionReferences
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