A formula for deficiency (L-andR-tests) View Full Text


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Article Info

DATE

1996-01

AUTHORS

V. E. Bening

ABSTRACT

In this paper an analogue of the formulas [D. M. Chibisov,Teor. Veroyatn. Primen.,30, 269–288 (1985);Izv. Akad. Nauk UzSSR,6, 23–30 (1982)] for the difference between the power of a given asymptotically efficient test and that of the most powerful test is justified for one-sample L-and R-tests, i.e., tests based on linear combinations of order statistics and linear rank statistics. This formula directly yields the Hodges-Lehmann deficiency of corresponding tests. A general theorem is stated which is applied to L-and R-tests. The explicit expressions given by this formula for L- and R-tests are also presented. The expression related to R-tests agrees with the one obtained in [W. Albers, P. J. Bickel, and W. R. Van Zwet,Ann. Statist.,4, 108–156 (1976);6, 1170–1171 (1978)]. We present here a nontechnical (heuristic) proof of these results. More... »

PAGES

18-27

References to SciGraph publications

Journal

TITLE

Journal of Mathematical Sciences

ISSUE

1

VOLUME

78

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/bf02367951

DOI

http://dx.doi.org/10.1007/bf02367951

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1027861823


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