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September, 1976 A Condition Under Which the Pitman and Bahadur Approaches to Efficiency Coincide
Harry S. Wieand
Ann. Statist. 4(5): 1003-1011 (September, 1976). DOI: 10.1214/aos/1176343600

Abstract

The approximate Bahadur efficiency and the Pitman efficiency for hypothesis testing problems are considered. A theorem is stated and proved which gives a condition under which the existence of the limiting (as the alternative approaches the hypothesis) approximate Bahadur efficiency implies the existence of the limiting (as the significance level approaches 0) Pitman efficiency and the equality of the two limits. Several examples are then given to show how the theorem may be used in computing previously unknown limiting Pitman efficiencies using the Bahadur approach.

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Harry S. Wieand. "A Condition Under Which the Pitman and Bahadur Approaches to Efficiency Coincide." Ann. Statist. 4 (5) 1003 - 1011, September, 1976. https://doi.org/10.1214/aos/1176343600

Information

Published: September, 1976
First available in Project Euclid: 12 April 2007

zbMATH: 0351.62033
MathSciNet: MR440790
Digital Object Identifier: 10.1214/aos/1176343600

Subjects:
Primary: 62G20
Secondary: 62F20

Keywords: Bahadur efficiency , Pitman efficiency

Rights: Copyright © 1976 Institute of Mathematical Statistics

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Vol.4 • No. 5 • September, 1976
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