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
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., ), Hodges and Lehmann , and Bahadur ,  do not always agree, even locally for alternative means near zero.
Ann. Math. Statist., Volume 39, Number 1 (1968), 179-182.
First available in Project Euclid: 27 April 2007
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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