Vanishing shortcoming and asymptotic relative efficiency

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

    Research output: Book/ReportReportOther research output

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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 languageUndefined
    Place of PublicationEnschede
    PublisherUniversity of Twente, Department of Applied Mathematics
    Publication statusPublished - 1998

    Publication series

    Name
    PublisherDepartment 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

    Inglot, T., Kallenberg, W. C. M., & Ledwina, T. (1998). Vanishing shortcoming and asymptotic relative efficiency. Enschede: University of Twente, Department of Applied Mathematics.
    Inglot, T. ; Kallenberg, W.C.M. ; Ledwina, T. / Vanishing shortcoming and asymptotic relative efficiency. Enschede : University of Twente, Department of Applied Mathematics, 1998.
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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.",
    keywords = "MSC-62G20, MSC-62F05, EWI-3287, IR-65656, MSC-62G10",
    author = "T. Inglot and W.C.M. Kallenberg and T. Ledwina",
    note = "Imported from MEMORANDA",
    year = "1998",
    language = "Undefined",
    publisher = "University of Twente, Department of Applied Mathematics",
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    Inglot, T, Kallenberg, WCM & Ledwina, T 1998, 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.

    Enschede : University of Twente, Department of Applied Mathematics, 1998.

    Research output: Book/ReportReportOther 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 -

    Inglot T, Kallenberg WCM, Ledwina T. Vanishing shortcoming and asymptotic relative efficiency. Enschede: University of Twente, Department of Applied Mathematics, 1998.