This is the repository for organizing and distributing code and results related to the family of spacing-statistics and their associated hypothesis test detailed in:
Erdmann-Pham, D.D., Terhorst, J., and Song, Y.S.
Generalized Spacing-Statistics and a New Family of Non-Parametric Tests.
Preprint: https://arxiv.org/abs/2008.06664
This is a Mathematica notebook to reproduce results and figures used in our main manuscript, as well as to perform general one-sample and two sample tests. It contains functions for
- computing the moment sequences associated with the weighted p-norms of Sn,k and Sk
- accurate evaluation of a distribution's CDF given its first m moments
- performing one- and two-sample tests
- optimizing parameter configurations (p, w) for power against any given set of alternative distributions