Local Bahadur efficiency of score tests

Michael G. Akritas; Stavros Kourouklis

doi:10.1016/0378-3758(88)90072-9

Local Bahadur efficiency of score tests

Michael G. Akritas
, Stavros Kourouklis

Statistics

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

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 language	English (US)
Pages (from-to)	187-199
Number of pages	13
Journal	Journal of Statistical Planning and Inference
Volume	19
Issue number	2
DOIs	https://doi.org/10.1016/0378-3758(88)90072-9
State	Published - 1988

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1016/0378-3758(88)90072-9

Cite this

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title = "Local Bahadur efficiency of score tests",

abstract = "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.",

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AU - Kourouklis, Stavros

PY - 1988

Y1 - 1988

N2 - 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.

AB - 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.

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UR - https://www.scopus.com/pages/publications/38249032541#tab=citedBy

U2 - 10.1016/0378-3758(88)90072-9

DO - 10.1016/0378-3758(88)90072-9

M3 - Article

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EP - 199

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 2

ER -

Local Bahadur efficiency of score tests

Abstract

All Science Journal Classification (ASJC) codes

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