Local Bahadur efficiency of score tests

Michael G. Akritas, Stavros Kourouklis

Research output: Contribution to journalArticlepeer-review

3 Scopus citations


The Bahadur efficiency of the usual score test and Neyman's C(α) test is studied. Both the approximate and exact slopes of the usual score test are obtained and it is shown that locally they both coincide with the optimal slope. The approximate slope of Neyman's C(α) test is also obtained and it is shown to coincide locally with the optimal slope when the alternative approaches the null in a certain way. Some examples are discussed.

Original languageEnglish (US)
Pages (from-to)187-199
Number of pages13
JournalJournal of Statistical Planning and Inference
Issue number2
StatePublished - 1988

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics


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