The Annals of Mathematical Statistics

Note on Relative Efficiency of Tests

Colin R. Blyth

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Abstract

This note is concerned with possible definitions of relative efficiency for two sequences of tests of the same hypothesis. For two examples of one kind of definition, relative efficiencies of the Student test and sign test against normal alternatives are calculated for fixed sample size and asymptotically.

Article information

Source
Ann. Math. Statist., Volume 29, Number 3 (1958), 898-903.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177706547

Digital Object Identifier
doi:10.1214/aoms/1177706547

Mathematical Reviews number (MathSciNet)
MR98444

Zentralblatt MATH identifier
0093.32201

JSTOR
links.jstor.org

Citation

Blyth, Colin R. Note on Relative Efficiency of Tests. Ann. Math. Statist. 29 (1958), no. 3, 898--903. doi:10.1214/aoms/1177706547. https://projecteuclid.org/euclid.aoms/1177706547


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