Vanishing shortcoming and asymptotic relative efficiency

T. Inglot; W.C.M. Kallenberg; T. Ledwina

Vanishing shortcoming and asymptotic relative efficiency

T. Inglot, W.C.M. Kallenberg, T. Ledwina

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Abstract

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.

Original language	Undefined
Place of Publication	Enschede
Publisher	University of Twente
Publication status	Published - 1998

Publication series

Name
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

Access to Document

Cite this

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abstract = "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.",

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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

CY - Enschede

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