A chi-square type test statistic for testing the uniformity hypothesis, based on selected values of the sample quantiles of the empirical distribution function, is presented. Critical values of the test statistics are given for several particular choices of the sample quantiles. A good agreement with their asymptotic counterparts occurs for sample sizes of the magnitude 30 and sometimes even for small sample sizes.
机构:
Bank Italy, Reg Econ Res Div, Torino Branch, Via Arsenale 8, I-10121 Turin, ItalyBank Italy, Reg Econ Res Div, Torino Branch, Via Arsenale 8, I-10121 Turin, Italy