Abstract
Consider independent samples of sizen 1,n 2,... ,n 2 and the empirical distribtion constructed using these samples. We test the hypothesis that all the samples are drawn from a population with the same continuous distribution function F (x). The test statistic is the weight function) is defined as generalizes Kiefer's well-known statistic originally proposed for the case K=2 and q,= 1. A rough asymptotics is obtained for the probability of large deviations of the statistic , which allows to give explicit expressions for the Bahadur local exact slopes and to compare the statistics for various K and q in the sense of Bahadur efficiency. In conclusion, the question posed by Renyi is considered: to what extent is it advisable to use statistics of the type instead of pooling all the samples and using a one-sample test?
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