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Asymptotic Pitman's Relative Efficiency

open access: yesStatistica, 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 ...
Christopher S. Withers   +1 more
doaj   +2 more sources

Some Properties of the Asymptotic Relative Pitman Efficiency

open access: yesAnnals 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.
exaly   +4 more sources

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

open access: yesAnnals 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

$H_0$-Contiguity in Nonparametric Testing Problems and Sample Pitman Efficiency

open access: yesAnnals 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.
exaly   +4 more sources

On the limiting Pitman efficiency of some rank tests of independence

open access: yesJournal of Multivariate Analysis, 1986
Kendall's tau and Spearman's rho may be expressed by the use of standard sequences with parameter \(a=1\). The paper uses the fact that the main assumption of \textit{H. S. Wieand}'s theorem [Ann. Stat. 4, 1003-1011 (1976; Zbl 0351.62033)] may be replaced by an equivalent one which is presented in section 2.
exaly   +3 more sources

BNPmix: An R Package for Bayesian Nonparametric Modeling via Pitman-Yor Mixtures

open access: yesJournal of Statistical Software, 2021
BNPmix is an R package for Bayesian nonparametric multivariate density estimation, clustering, and regression, using Pitman-Yor mixture models, a flexible and robust generalization of the popular class of Dirichlet process mixture models.
Riccardo Corradin   +2 more
doaj   +1 more source

A General Class of Tests for Testing Homogeneity of Location Parameters against Umbrella Alternatives [PDF]

open access: yesInternational Journal of Mathematical, Engineering and Management Sciences, 2018
In this paper, a general class of non-parametric tests for testing homogeneity of location parameter against umbrella alternatives is proposed. Testing for umbrella alternatives has many applications in the field of biology, medicine, botany, dose level ...
Manish Goyal, Narinder Kumar
doaj   +1 more source

An exact adaptive test with superior design sensitivity in an observational study of treatments for ovarian cancer [PDF]

open access: yes, 2012
A sensitivity analysis in an observational study determines the magnitude of bias from nonrandom treatment assignment that would need to be present to alter the qualitative conclusions of a na\"{\i}ve analysis that presumes all biases were removed by ...
Rosenbaum, Paul R.
core   +3 more sources

The most efficient linear combination of the Sign and the Maesono tests for p-normal distributions

open access: yesStatistica, 2013
This paper deals with the Pitman most efficient Gr linear combination of the Sign and the Maesono tests for parent distributions belonging to the p-normal family of densities. The most efficient linear combinations G2 and G4 are obtained.
Giuseppe Burgio, Stefano Patrì
doaj   +1 more source

Vanishing shortcoming and asymptotic relative efficiency [PDF]

open access: yes, 2000
The shortcoming of a test is the difference between the maximal attainable power and the power of the test under consideration. Vanishing shortcoming, when the number of observations tends to infinity, is therefore an optimality property of a test. Other
Inglot, Tadeusz   +2 more
core   +2 more sources

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