## The Annals of Statistics

- Ann. Statist.
- Volume 9, Number 3 (1981), 663-669.

### Some Properties of the Asymptotic Relative Pitman Efficiency

#### Abstract

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.

#### Article information

**Source**

Ann. Statist., Volume 9, Number 3 (1981), 663-669.

**Dates**

First available in Project Euclid: 12 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aos/1176345470

**Digital Object Identifier**

doi:10.1214/aos/1176345470

**Mathematical Reviews number (MathSciNet)**

MR615442

**Zentralblatt MATH identifier**

0484.62061

**JSTOR**

links.jstor.org

**Subjects**

Primary: 62F20

Secondary: 62G20: Asymptotic properties 62E20: Asymptotic distribution theory

**Keywords**

Asymptotic relative efficiency Pitman efficiency method of $n$ rankings

#### Citation

Rothe, Gunter. Some Properties of the Asymptotic Relative Pitman Efficiency. Ann. Statist. 9 (1981), no. 3, 663--669. doi:10.1214/aos/1176345470. https://projecteuclid.org/euclid.aos/1176345470