## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 39, Number 1 (1968), 179-182.

### An Example of Large Discrepancy Between Measures of Asymptotic Efficiency of Tests

#### Abstract

Two statistics for testing that the mean of a normal distribution is zero are compared to show that the measures of asymptotic relative efficiency proposed by Pitman (cf., e.g., [5]), Hodges and Lehmann [4], and Bahadur [1], [2] do not always agree, even locally for alternative means near zero.

#### Article information

**Source**

Ann. Math. Statist., Volume 39, Number 1 (1968), 179-182.

**Dates**

First available in Project Euclid: 27 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aoms/1177698516

**Digital Object Identifier**

doi:10.1214/aoms/1177698516

**Mathematical Reviews number (MathSciNet)**

MR222989

**Zentralblatt MATH identifier**

0155.26302

**JSTOR**

links.jstor.org

#### Citation

Tsutakawa, R. K. An Example of Large Discrepancy Between Measures of Asymptotic Efficiency of Tests. Ann. Math. Statist. 39 (1968), no. 1, 179--182. doi:10.1214/aoms/1177698516. https://projecteuclid.org/euclid.aoms/1177698516