A general approach to Pitman efficiency as a limit of the ratio of sample sizes is presented. The results can be used especially to derive the Pitman efficiency of tests based on asymptotically $\chi^2$-distributed statistics with different degrees of freedom.
Publié le : 1981-05-14
Classification:
Asymptotic relative efficiency,
Pitman efficiency,
method of $n$ rankings,
62F20,
62G20,
62E20
@article{1176345470,
author = {Rothe, Gunter},
title = {Some Properties of the Asymptotic Relative Pitman Efficiency},
journal = {Ann. Statist.},
volume = {9},
number = {1},
year = {1981},
pages = { 663-669},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345470}
}
Rothe, Gunter. Some Properties of the Asymptotic Relative Pitman Efficiency. Ann. Statist., Tome 9 (1981) no. 1, pp. 663-669. http://gdmltest.u-ga.fr/item/1176345470/