Some Properties of the Asymptotic Relative Pitman Efficiency

Gunter Rothe

doi:10.1214/aos/1176345470

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Home > Journals > Ann. Statist. > Volume 9 > Issue 3 > Article

May, 1981 Some Properties of the Asymptotic Relative Pitman Efficiency

Gunter Rothe

Ann. Statist. 9(3): 663-669 (May, 1981). DOI: 10.1214/aos/1176345470

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Abstract

A general approach to Pitman efficiency as a limit of the ratio of sample sizes is presented. The results can be used especially to derive the Pitman efficiency of tests based on asymptotically $\chi^2$-distributed statistics with different degrees of freedom.

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Gunter Rothe. "Some Properties of the Asymptotic Relative Pitman Efficiency." Ann. Statist. 9 (3) 663 - 669, May, 1981. https://doi.org/10.1214/aos/1176345470