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On the Pitman Efficiency of Sequential Tests

Calcutta Statistical Association Bulletin, 1980
The paper defines a new notion of Pitman efficiency of sequential tests and examines in the light of this notion the asymptotic relative efficiencies of some sequential rank order tests with respect to the sequential probability ratio tests and sequential likelihood ratio tests.
Sen, Pranab Kumar, Ghosh, Malay
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An application of Pitman‐efficiency to acceptance sampling procedures*

Statistica Neerlandica, 1972
SummaryAs an exercise the concept of Pitman‐efficiency has been applied to the decision problem whether to use acceptance sampling “by attributes” or “by variables”.The Pitman‐efficiency has been calculated in the two cases that the variance of the underlying normal distribution is known and that it is unknown.
Wouters, J., van Zuylen, M. C. A.
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Pitman Efficiency of Independence Tests Based on Weighted Rank Statistics

Journal of Mathematical Sciences, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nikitin, Ya. Yu., Stepanova, N. A.
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Asymptotic relative pitman efficiencies of rank tests for complete block designs

Statistics, 1985
In this article the properties of a general univariate JiT-sample rank tests for complete block designs are investigated. Especially, the asymptotic distribution of the test .statistic under H0 and under contiguous alternatives is derived. Some asymptotic relative'PITMAN efficiencies are computed.
G. Wbckessek, M. Schumacher, R. Haux
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On the relation between Hodges‐Lehmann efficiency and Pitman efficiency

Canadian Journal of Statistics, 1989
AbstractThe relation between Hodges–Lehmann efficiency and Pitman efficiency is studied in the context of testing one‐sided hypotheses about a real‐valued parameter. It is first shown that for tests based on sums of independently and identically distributed observations local Hodges‐Lehmann efficiency is equivalent to Pitman efficiency.
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Detection diversity of spatio-temporal data using Pitman's efficiency for low SNR regimes

2016 IEEE Global Conference on Signal and Information Processing (GlobalSIP), 2016
In this work, we use Pitman's efficiency to characterize the diversity of a spatio-temporal distributed detection system. Pitman's efficiency directly measures the detection ability of the data at low signal to noise ratios (SNRs). We study how the statistics of spatio-temporal distributed data affect the diversity of the system.
Prashant Khanduri   +2 more
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A lower bound for the pitman efficiency of Friedman type tests

Statistics & Probability Letters, 1983
Abstract An expression for the sharp lower bound for the efficiency of any Friedman type test with respect to the Friedman type test with optimal scores under weak model restrictions is given and calculated explicitely for the classical Friedman test.
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An equivalent formula for Pitman’s asymptotic relative efficiency under weakened assumptions

Statistics & Probability Letters, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Relations between Pitman efficiency and Fisher information

1970
Some fundamental relations between the efficacy of a test statistic for any finite sample and information in that statistic are derived. These results are used to point out the relations between Pitman efficiency and Fisher information. The equivalence of Pitaman efficiency and Fisher's definition of asymptotic relative efficiency for estimates is ...
Raghavachari, M., DeGroot, M. H.
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The Combination of the Sign and Wilcoxon Tests for Symmetry and Their Pitman Efficiency

2001
We consider the efficiency properties of the test of symmetry based on the sequence of statistics Gn = aS n +bW n , where S n and W n are the classical sign and Wilcoxon statistics and a and b are some constants. Pitman efficiency of this test with respect to the student test in the case of location alternatives and its maximum with respect to a and b ...
G. Burgio, Ya. Yu. Nikitin
openaire   +1 more source

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