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Uniformity Tests via Overlapping Spacings

Updated 31 August 2025
  • The paper establishes a rigorous asymptotic framework for uniformity tests based on sum-functions of overlapping spacings, extending classical methods to multidimensional settings.
  • It demonstrates that the test performance is governed by the correlation between overlapping and disjoint spacings, with explicit Pitman efficacy formulas quantifying efficiency.
  • The study shows that increasing the spacing order improves discrimination power and reduces variance, moving detection rates closer to the parametric n⁻¹/² limit under local alternatives.

Tests for uniformity based on sum-functions of overlapping spacings form a central class of nonparametric test statistics, extending the classic spacings philosophy from univariate to multidimensional, discrete, and circular settings. These tests have recently been the focus of advanced asymptotic studies, particularly when the order of overlapping spacings grows with the sample size, and their efficacy strongly depends on connections with disjoint spacings statistics. Applications range from classical goodness-of-fit in one dimension to uniformity testing on spheres, high-dimensional data, and spatial point processes.

1. Statistical Framework for Higher Order Overlapping Spacings

The principle underlying tests based on sum-functions of overlapping spacings is to use the ordered sample (X1,...,Xn)(X_1, ..., X_n) (typically after applying a probability integral transform to reduce the problem to [0,1][0,1]) and consider mm-order overlapping spacings: Dk,m=Xk+mXk,0knmD_{k,m} = X_{k+m} - X_k, \quad 0 \leq k \leq n-m where mm may increase with nn. The prototypical test statistic takes the form

Vn,m=k=0n1h(nDk,m)V_{n,m} = \sum_{k=0}^{n-1} h(n D_{k,m})

with h()h(\cdot) a chosen function (e.g., h(x)=x2h(x)=x^2 for the Greenwood statistic) (Mirakhmedov, 26 Aug 2025). Overlapping spacings differ from disjoint spacings by their dependence structure: overlapping spacings share sample points, leading to more data reuse and stronger correlation between terms.

A corresponding "disjoint spacings" version partitions the data into non-overlapping blocks: Vn,m=k=0Nh(nDkm,m)V_{n,m}^* = \sum_{k=0}^{N} h(n D_{k\cdot m,m}) where [0,1][0,1]0, and [0,1][0,1]1 are [0,1][0,1]2-step disjoint spacings.

Overlapping spacings allow the order [0,1][0,1]3 to diverge with [0,1][0,1]4, typically [0,1][0,1]5, to achieve improved discrimination between uniformity and alternatives.

2. Asymptotic Distribution and Local Power

Under the null hypothesis of uniformity, statistics [0,1][0,1]6 can be shown to be asymptotically normal when properly centered and normalized (Mirakhmedov, 26 Aug 2025, Mirakhmedov, 2024): [0,1][0,1]7 where [0,1][0,1]8 (with [0,1][0,1]9 being the sum of mm0 standard exponentials) and mm1 depends on the variance and covariances of mm2 with its nearby shifts, as well as a correction for the mean-variance relationship created by overlap: mm3 with mm4 (Mirakhmedov, 26 Aug 2025, Mirakhmedov, 2024).

Under local alternatives of the form mm5, the expectation of mm6 is shifted by

mm7

where mm8 for mm9, and the efficacy is quantified by

Dk,m=Xk+mXk,0knmD_{k,m} = X_{k+m} - X_k, \quad 0 \leq k \leq n-m0

with

Dk,m=Xk+mXk,0knmD_{k,m} = X_{k+m} - X_k, \quad 0 \leq k \leq n-m1

The power is then given by

Dk,m=Xk+mXk,0knmD_{k,m} = X_{k+m} - X_k, \quad 0 \leq k \leq n-m2

with Dk,m=Xk+mXk,0knmD_{k,m} = X_{k+m} - X_k, \quad 0 \leq k \leq n-m3.

The key parameter Dk,m=Xk+mXk,0knmD_{k,m} = X_{k+m} - X_k, \quad 0 \leq k \leq n-m4—correlation between the centered function of the spacing and its quadratic deviation—drives the local asymptotic power (Mirakhmedov, 26 Aug 2025).

3. Comparison and Role of Disjoint Spacings Statistics

A critical insight is that the asymptotic power of overlapping spacings tests is governed by the efficacy of the statistics based on disjoint spacings. Under similar Lyapunov-type conditions, disjoint spacings statistics Dk,m=Xk+mXk,0knmD_{k,m} = X_{k+m} - X_k, \quad 0 \leq k \leq n-m5 satisfy

Dk,m=Xk+mXk,0knmD_{k,m} = X_{k+m} - X_k, \quad 0 \leq k \leq n-m6

with efficacy under local alternatives

Dk,m=Xk+mXk,0knmD_{k,m} = X_{k+m} - X_k, \quad 0 \leq k \leq n-m7

The Pitman relative efficiency between overlapping and disjoint spacings test is

Dk,m=Xk+mXk,0knmD_{k,m} = X_{k+m} - X_k, \quad 0 \leq k \leq n-m8

Thus, overlapping spacings tests are at least as efficient (typically more so): for the Greenwood statistic, the disjoint test requires approximately Dk,m=Xk+mXk,0knmD_{k,m} = X_{k+m} - X_k, \quad 0 \leq k \leq n-m9 times the sample size to reach equivalent power (Mirakhmedov, 26 Aug 2025). This dependence reveals overlapping spacings tests can be calibrated and understood via their disjoint analogues.

4. Effect of Increasing Spacing Order

Permitting the order mm0 of spacings to increase with mm1 (subject to mm2) significantly impacts the rate at which local alternatives can be discriminated. With fixed mm3, alternatives detectable at mm4 are at the statistical limit, but if mm5 diverges, the rate improves to mm6, approaching the parametric mm7 rate in the limit. This improvement is apparent in the efficacy expressions, for instance: mm8 Hence, higher-order overlapping spacings “average over” larger sample intervals, reducing variance and enhancing the test's ability to detect local deviations from uniformity.

A plausible implication is that practitioners can tune mm9 to balance power and stability, achieving higher sensitivity for alternatives with finer-grained deviations as nn0 increases—subject to computational constraints and the requirement nn1.

5. Practical Relevance and Pitman Efficiency

These findings provide detailed guidance for designing and analyzing uniformity tests based on sum-functions of overlapping spacings. The core facts are:

  • Overlapping spacings tests admit a normal limit for a wide class of functions nn2 and for orders nn3 (Mirakhmedov, 2024, Mirakhmedov, 26 Aug 2025).
  • Their asymptotic local power depends strongly on correlation structures rooted in disjoint spacings statistics, directly quantifiable and interpretable via nn4 and Pitman ARE formulas.
  • The choice of nn5 (Greenwood for quadratic, Moran for log spacings, etc.) determines the direction of maximal efficacy, and standard choices yield locally most powerful tests within the flexible class of overlapping spacings statistics (Singh et al., 2021).
  • For fixed nn6, efficiency is limited, but exercises in the recent literature show that increasing nn7 sharpens discrimination rates and heightens Pitman efficacy, up to the nn8 bound for Greenwood-type statistics (Mirakhmedov, 26 Aug 2025).
  • The asymptotic calibration is exact enough to support principled sample size and power calculations.

This suggests that, for nonparametric goodness-of-fit problems where high sensitivity to fine-scale deviations from uniformity is required, overlapping spacings methods with suitably chosen or diverging orders are theoretically preferred.

6. Mathematical Formulas and Summary Table

The principal formulas used in the asymptotic theory are summarized below:

Statistic Formula under Null and Alternatives Efficacy / Power
Overlapping nn9 Vn,m=k=0n1h(nDk,m)V_{n,m} = \sum_{k=0}^{n-1} h(n D_{k,m})0 Vn,m=k=0n1h(nDk,m)V_{n,m} = \sum_{k=0}^{n-1} h(n D_{k,m})1
Disjoint Vn,m=k=0n1h(nDk,m)V_{n,m} = \sum_{k=0}^{n-1} h(n D_{k,m})2 Same as above, Vn,m=k=0n1h(nDk,m)V_{n,m} = \sum_{k=0}^{n-1} h(n D_{k,m})3, Vn,m=k=0n1h(nDk,m)V_{n,m} = \sum_{k=0}^{n-1} h(n D_{k,m})4 replaces Vn,m=k=0n1h(nDk,m)V_{n,m} = \sum_{k=0}^{n-1} h(n D_{k,m})5 Vn,m=k=0n1h(nDk,m)V_{n,m} = \sum_{k=0}^{n-1} h(n D_{k,m})6

Key parameters:

  • Vn,m=k=0n1h(nDk,m)V_{n,m} = \sum_{k=0}^{n-1} h(n D_{k,m})7
  • Vn,m=k=0n1h(nDk,m)V_{n,m} = \sum_{k=0}^{n-1} h(n D_{k,m})8 includes variance and covariance terms of Vn,m=k=0n1h(nDk,m)V_{n,m} = \sum_{k=0}^{n-1} h(n D_{k,m})9
  • h()h(\cdot)0: correlation of h()h(\cdot)1 with quadratic deviations
  • Pitman ARE: h()h(\cdot)2

These precise expressions should be used to calculate sample size, select the order h()h(\cdot)3, and choose the tuning function h()h(\cdot)4 for optimal uniformity testing.

7. Conclusion

Tests for uniformity based on sum-functions of overlapping spacings, especially those allowing the spacing order to grow with sample size, are theoretically robust and highly efficient. The recent asymptotic theory establishes their normal limiting distribution under mild conditions and clarifies the dependence of their power and efficiency on related disjoint spacings statistics. The framework accommodates flexible choices of h()h(\cdot)5 and supports tuning of h()h(\cdot)6 for improved discrimination power. The critical link to disjoint spacings statistics, the explicit Pitman efficacy formulas, and the normal limiting distribution position these methods as a theoretically optimal choice for modern nonparametric testing of uniformity in a variety of applied statistical domains (Mirakhmedov, 26 Aug 2025, Mirakhmedov, 2024).

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