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Behaviour on the Length Test for Medium Sample Sizes

By Regina Dittrich, Erhard Reschenhofer and Immanuel Bomze


In this note it is shown that even for relatively large sample sizes the asymptotic distribution of the smoothed length as derived in Reschenhofer and Bomre (1991) should not be used for the determination of critical values. Therefore extended tables of critical values for both the 1% and 5% levels of significance generated by simulation are presented. (author's abstract)Series: Forschungsberichte / Institut für Statisti

Topics: Goodness of fit / spacings / white noise
Publisher: Department of Statistics and Mathematics, WU Vienna University of Economics and Business
Year: 1993
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