### Abstract

Original language | Undefined |
---|---|

Place of Publication | Enschede |

Publisher | University of Twente, Department of Applied Mathematics |

Publication status | Published - 1998 |

### Publication series

Name | |
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Publisher | Department of Applied Mathematics, University of Twente |

No. | 1467 |

ISSN (Print) | 0169-2690 |

### Keywords

- MSC-62G20
- MSC-62F05
- EWI-3287
- IR-65656
- MSC-62G10

### Cite this

*Vanishing shortcoming and asymptotic relative efficiency*. Enschede: University of Twente, Department of Applied Mathematics.

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*Vanishing shortcoming and asymptotic relative efficiency*. University of Twente, Department of Applied Mathematics, Enschede.

**Vanishing shortcoming and asymptotic relative efficiency.** / Inglot, T.; Kallenberg, W.C.M.; Ledwina, T.

Research output: Book/Report › Report › Other research output

TY - BOOK

T1 - Vanishing shortcoming and asymptotic relative efficiency

AU - Inglot, T.

AU - Kallenberg, W.C.M.

AU - Ledwina, T.

N1 - Imported from MEMORANDA

PY - 1998

Y1 - 1998

N2 - 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 familiar optimality criteria are based on the asymptotic relative efficiency of the test. The relations between these optimality criteria are investigated. It turns out that vanishing shortcoming is seemingly slightly stronger than first order efficiency, but in regular cases there is equivalence. The results are in particular applied on tests for goodness-of-fit.

AB - 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 familiar optimality criteria are based on the asymptotic relative efficiency of the test. The relations between these optimality criteria are investigated. It turns out that vanishing shortcoming is seemingly slightly stronger than first order efficiency, but in regular cases there is equivalence. The results are in particular applied on tests for goodness-of-fit.

KW - MSC-62G20

KW - MSC-62F05

KW - EWI-3287

KW - IR-65656

KW - MSC-62G10

M3 - Report

BT - Vanishing shortcoming and asymptotic relative efficiency

PB - University of Twente, Department of Applied Mathematics

CY - Enschede

ER -