The Bahadur Efficiency of Tests of Some Joint Hypotheses

This article examines the relative efficiency of finite induced and Wald-like (or "infinite induced") tests of some commonly encountered joint hypotheses. One two-sided testing problem and two types of two-sided testing problems concerning two parameters and normally distributed estimates...

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Veröffentlicht in:	Journal of the American Statistical Association 1988-03, Vol.83 (401), p.257-264
1. Verfasser:	Rogers, Alan J.
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximate slopes Covariance matrices Efficiency metrics Equality efficiency trade off Estimators Exact efficiency Exact sciences and technology Exact slopes L Hopitals rule Mathematics Null hypothesis One-sided tests Parametric inference Pitman efficiency Probabilities Probability and statistics Sample size Sciences and techniques of general use Significance level Statistics Theory and Methods Two-sided tests
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