Abstract
At several places in the literature there are indications that many tests are optimal in the sense of Hodges-Lehmann efficiency. It is argued here that shrinkage of the acceptance regions of the tests to the null set in a coarse way is already enough to ensure optimality. This type of argument can be used to show optimality of e.g. Kolmogorov-Smirnov tests, Cramér-von Mises tests, and likelihood ratio tests and many other tests in exponential families.
Original language | Undefined |
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Pages (from-to) | 31-38 |
Number of pages | 8 |
Journal | Statistics & probability letters |
Volume | 14 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1992 |
Keywords
- METIS-140516
- IR-29882