An Example of Large Discrepancy Between Measures of Asymptotic Efficiency of Tests

Tsutakawa, R. K.

Ann. Math. Statist., Tome 39 (1968) no. 6, p. 179-182 / Harvested from Project Euclid

Résumé

Two statistics for testing that the mean of a normal distribution is zero are compared to show that the measures of asymptotic relative efficiency proposed by Pitman (cf., e.g., [5]), Hodges and Lehmann [4], and Bahadur [1], [2] do not always agree, even locally for alternative means near zero.

Publié le : 1968-02-14
Classification:

@article{1177698516,
     author = {Tsutakawa, R. K.},
     title = {An Example of Large Discrepancy Between Measures of Asymptotic Efficiency of Tests},
     journal = {Ann. Math. Statist.},
     volume = {39},
     number = {6},
     year = {1968},
     pages = { 179-182},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698516}
}

Tsutakawa, R. K. An Example of Large Discrepancy Between Measures of Asymptotic Efficiency of Tests. Ann. Math. Statist., Tome 39 (1968) no. 6, pp.  179-182. http://gdmltest.u-ga.fr/item/1177698516/