9 Asymptotic comparison of tests — A review

作者: Kesar Singh

DOI: 10.1016/S0169-7161(84)04011-6

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摘要: Publisher Summary This chapter reviews the asymptotic comparison of tests. Asymptotic measures relative efficiencies can be broadly classified in two categories including (1) local, and (2) nonlocal. A measure performance that requires alternative to approach null is a local efficiency lets stay fixed as n→∞ nonlocal efficiency. It seems fair state most popular Pitman Bahadur (ratio exact slopes). The concept based on Neyman–Pearsonian's viewpoint—that is, fixing α making terms powers. turns out for reasonable tests limiting power 1 any α. phenomenon converge θ tends value well known.

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