Results 1 to 10 of about 211,383 (235)
Pitman Efficiencies of Kolmogorov-Smirnov Tests
Annals of Mathematical Statistics, 1971 A comparison, by means of Pitman asymptotic efficiency, is made between the Kolmogorov-Smirnov test and the locally most powerful rank and the locally asymptotically most powerful (Neyman) test for testing two-sided shifts in the two-sample problem under the assumption that the true distribution is different from the one assumed.
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
Pitman Efficiencies of Sequential Tests and Uniform Limit Theorems in Nonparametric Statistics
Annals of Statistics, 1978 In this paper Pitman's method of constructing and comparing tests based on statistics which are asymptotically normal under the null hypothesis and the local alternatives is extended to sequential tests of statistical hypotheses. The asymptotic normality assumption in Pitman's theory is replaced in its sequential analogue by the weak convergence of ...
exaly +4 more sources
On bounds for the asymptotic power and on Pitman efficiencies of the Cramer-von Mises test [PDF]
Applicationes Mathematicae, 1979 Archambault, W. A. T., Mikulski, P. W.
exaly +3 more sources
Some New Result Involving the NBUCA Class of Life Distributions [PDF]
The Egyptian Statistical Journal, 2009 In this paper, some new characterization results of the NBUCA Class of Life Distributions are obtained. A new approach is presented for testing constant versus NBUCA Class of Life Distributions.
H. Al-Nachawati, M. Kayid, M. I. Hendi
doaj +1 more source
Asymptotic Pitman's Relative Efficiency
Statistica, 2017 Pitman efficiency is the oldest known efficiency. Most of the known results for computing the Pitman efficiency take the form of bounds. Based on some recent developments due to the authors and some calculus of variations, we develop tools for computing the Pitman efficiency exactly. Their use is illustrated numerically.
Christopher S. Withers +1 more
openaire +2 more sources
Asymptotic relative Pitman efficiency in group models
Journal of Multivariate Analysis, 2003 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chang, Ted, Tsai, Ming-Tien
openaire +2 more sources
A Generalized Pitman Efficiency for Nonparametric Tests
The Annals of Mathematical Statistics, 1960 Asymptotic expressions up to terms of order $n^{-2}$ are given for the efficiency of the Wilcoxon two-sample test relative to the standard-normal test and $t$-test for nearby alternatives. The first term is the well-known Pitman efficiency; the remaining terms are corrections for finite sample sizes.
openaire +2 more sources
Some Properties of the Asymptotic Relative Pitman Efficiency
The Annals of Statistics, 1981 A general approach to Pitman efficiency as a limit of the ratio of sample sizes is presented. The results can be used especially to derive the Pitman efficiency of tests based on asymptotically $\chi^2$-distributed statistics with different degrees of freedom.
openaire +3 more sources
$H_0$-Contiguity in Nonparametric Testing Problems and Sample Pitman Efficiency
The Annals of Statistics, 1982 The concept of $H_0$-contiguity is studied for certain nonparametric testing problems. Furthermore, it is shown that a meaningful sample definition of Pitman efficiency is possible under $H_0$-contiguity, and this definition turns out to coincide with the usual efficiency concept based on comparing asymptotic distributions.
openaire +3 more sources