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Sequential Bahadur Efficiency [PDF]

Annals of Statistics, 1978
The notion of Bahadur efficiency for test statistics is extended to the sequential case and illustrated in the specific context of testing one-sided hypotheses about a normal mean. An analog of Bahadur's theorem on the asymptotic optimality of the likelihood ratio statistic is seen to hold in the normal case. Some possible definitions of attained level
Robert H Berk, L D Brown
exaly   +5 more sources

Exact Bahadur Slope for combining independent tests in the case of the Pareto distribution [PDF]

Heliyon
In this paper, we compared the Exact Bahadur Slope (EBS) and the asymptotic relative efficiency of four combination methods for testing a single hypothesis against a one-sided alternative in the case of Pareto distribution when the number of tests tends ...
Marwan Al-Momani, Firas Ghanim, Hiba Fawzi Al-Janaby   +2 more
doaj   +2 more sources

Bahadur Efficiency of Linear Rank Statistics for Scale Alternatives

Annals of Statistics, 1975
For the problem of scale we consider distributions of the form Fo(x)= -((x - )/T), Go(x) = V((x - P)/z-) with the hypothesis H: a = z equivalent to H: Fo = Go because of the assumption that X and Y have the same location parameter P* Statistics of the form (1.3) for scale that we consider are ...
Hwang, T. Y., Klotz, J. H.
exaly   +3 more sources

Bahadur Efficiency of Rank Tests for the Change-Point Problem

Annals of Statistics, 1988
Let \(X_ 1,X_ 2,...,X_ N\) be independent random variables, then the sequence has a change-point at n, if \(X_ 1,X_ 2,...,X_ N\) have common distribution F and \(X_{n+1},...,X_ n\) have a common distribution G, \(G\neq F\). The change-point problem is to test the null- hypothesis of no change \((G=F)\) against the alternative of a change ...
exaly   +3 more sources

A Condition Under Which the Pitman and Bahadur Approaches to Efficiency Coincide

Annals of Statistics, 1976
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 ...
exaly   +3 more sources

The Inadmissibility of Linear Rank Tests Under Bahadur Efficiency

Annals of Statistics, 1981
Hajek (1974) has shown that in the two-sample problem the best exact slope for a test of randomness against any particular member of a large class of alternative hypotheses is attained by a linear rank test. Here a new class of two-sample rank tests is constructed, and it is shown that for each linear test there exists a test within the new class which
exaly   +3 more sources

Minimum Divergence Estimators, Maximum Likelihood and the Generalized Bootstrap

Entropy, 2021
This paper states that most commonly used minimum divergence estimators are MLEs for suited generalized bootstrapped sampling schemes. Optimality in the sense of Bahadur for associated tests of fit under such sampling is considered.
Michel Broniatowski
doaj   +1 more source

An Optimal Bahadur-Efficient Method in Detection of Sparse Signals with Applications to Pathway Analysis in Sequencing Association Studies. [PDF]

PLoS ONE, 2016
Next-generation sequencing data pose a severe curse of dimensionality, complicating traditional "single marker-single trait" analysis. We propose a two-stage combined p-value method for pathway analysis.
Hongying Dai, Guodong Wu, Michael Wu, Degui Zhi   +3 more
doaj   +1 more source

Bahadur Efficiencies of the Epps–Pulley Test for Normality

Journal of Mathematical Sciences, 2023
The test for normality suggested by Epps and Pulley (1983) is a serious competitor to tests based on the empirical distribution function. In contrast to the latter procedures, it has been generalized to obtain a genuine affine invariant and universally consistent test for normality in any dimension.
Ebner, B., Henze, N.
openaire   +4 more sources

Bivariate Tests for Location and Their Bahadur Efficiencies

The Annals of Mathematical Statistics, 1972
We consider $(X_1, Y_1), (X_2, Y_2), \cdots, (X_n, Y_n)$, random sample from an absolutely continuous bivariate, population with symmetric density $f(x, y)$ and test $H_0: f(x, y)$ symmetric about (0,0) against $H_1:$ all possible location alternatives. Hotelling's $T^2$ statistic is often used for this test. We denote a form of this statistic by $T_n^{
Killeen, Timothy J., Hettmansperger, Thomas P.   +1 more
openaire   +3 more sources