The Annals of Statistics

$H_0$-Contiguity in Nonparametric Testing Problems and Sample Pitman Efficiency

Georg Neuhaus

Abstract

The concept of $H_0$-contiguity is studied for certain nonparametric testing problems. Furthermore, it is shown that a meaningful sample definition of Pitman efficiency is possible under $H_0$-contiguity, and this definition turns out to coincide with the usual efficiency concept based on comparing asymptotic distributions.

Article information

Source
Ann. Statist., Volume 10, Number 2 (1982), 575-582.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176345798

Digital Object Identifier
doi:10.1214/aos/1176345798

Mathematical Reviews number (MathSciNet)
MR653532

Zentralblatt MATH identifier
0492.62040

JSTOR
Neuhaus, Georg. $H_0$-Contiguity in Nonparametric Testing Problems and Sample Pitman Efficiency. Ann. Statist. 10 (1982), no. 2, 575--582. doi:10.1214/aos/1176345798. https://projecteuclid.org/euclid.aos/1176345798