Note on Relative Efficiency of Tests

Colin R. Blyth

doi:10.1214/aoms/1177706547

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Home > Journals > Ann. Math. Statist. > Volume 29 > Issue 3 > Article

September, 1958 Note on Relative Efficiency of Tests

Colin R. Blyth

Ann. Math. Statist. 29(3): 898-903 (September, 1958). DOI: 10.1214/aoms/1177706547

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Abstract

This note is concerned with possible definitions of relative efficiency for two sequences of tests of the same hypothesis. For two examples of one kind of definition, relative efficiencies of the Student test and sign test against normal alternatives are calculated for fixed sample size and asymptotically.

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Colin R. Blyth. "Note on Relative Efficiency of Tests." Ann. Math. Statist. 29 (3) 898 - 903, September, 1958. https://doi.org/10.1214/aoms/1177706547