The Annals of Mathematical Statistics

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

R. K. Tsutakawa

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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


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