The Annals of Statistics

Remarks on Bahadur Optimality of Conditional Tests

I. V. Basawa

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Abstract

It is customary to use a conditional test-statistic when testing for one parameter in a two-parameter exponential family model, the other parameter being considered as a nuisance parameter. In this note we discuss the Bahadur efficiency of such a conditional test and illustrate the results with examples from a branching process, a pure birth process, and a stable process.

Article information

Source
Ann. Statist., Volume 8, Number 6 (1980), 1382-1387.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345209

Digital Object Identifier
doi:10.1214/aos/1176345209

Mathematical Reviews number (MathSciNet)
MR594653

Zentralblatt MATH identifier
0451.62020

JSTOR
links.jstor.org

Subjects
Primary: 62F05: Asymptotic properties of tests
Secondary: 62M99: None of the above, but in this section 62F20

Keywords
Exponential family conditional tests Bahadur efficiency Galton-Watson process pure birth process stable process

Citation

Basawa, I. V. Remarks on Bahadur Optimality of Conditional Tests. Ann. Statist. 8 (1980), no. 6, 1382--1387. doi:10.1214/aos/1176345209. https://projecteuclid.org/euclid.aos/1176345209


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Corrections

  • See Correction: I. V. Basawa. Corrections: Remarks on Bahadur Efficiency of Conditional Tests. Ann. Statist., Volume 11, Number 1 (1983), 347--347.