Approximating the distribution of Greenwood's statistic
Approximating the distribution of Greenwood's statistic
Statistics based on uniform spacings are often used in goodnessâofâfit problems. In this paper special attention is paid to the distribution of Greenwood's statistic. Although its asymptotic distribution is normal, the normal approximation is extremely bad, even for large sample sizes. It is shown that the Edgeâworth expansion yields a âŚ