The asymptotic relative efficiency of mixed statistical tests
نویسندگان
چکیده
منابع مشابه
Asymptotic Relative Efficiency of Tests : ARE on a G String
In this lecture I want delve a bit more deeply into the problem of comparing performance of various tests. Among other things I will try to provide an exposition of Chernoff’s (1952) result employed in Lars Hansen’s talks here several years ago. The lecture is based on van der Vaart (1998, Chapter 14). Consider the problem of testing H0 : θ ∈ Θ0 vs H1 : θ ∈ Θ1, using a test statistic Tn that re...
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For statistical estimation problems, it is typical and even desirable that more than one reasonable estimator can arise for consideration. One natural and time-honored approach for choosing an estimator is simply to compare the sample sizes at which the competing estimators meet a given standard of performance. This depends upon the chosen measure of performance and upon the particular populati...
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For statistical estimation problems, it is typical and even desirable that several reasonable estimators can arise for consideration. For example, the mean and median parameters of a symmetric distribution coincide, and so the sample mean and the sample median become competing estimators of the point of symmetry. Which is preferred? By what criteria shall we make a choice? One natural and time-...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 1967
ISSN: 0018-9448
DOI: 10.1109/tit.1967.1053980