Remarks on Bahadur Optimality of Conditional Tests

I. V. Basawa

doi:10.1214/aos/1176345209

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Home > Journals > Ann. Statist. > Volume 8 > Issue 6 > Article

November, 1980 Remarks on Bahadur Optimality of Conditional Tests

I. V. Basawa

Ann. Statist. 8(6): 1382-1387 (November, 1980). DOI: 10.1214/aos/1176345209

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Abstract

It is customary to use a conditional test-statistic when testing for one parameter in a two-parameter exponential family model, the other parameter being considered as a nuisance parameter. In this note we discuss the Bahadur efficiency of such a conditional test and illustrate the results with examples from a branching process, a pure birth process, and a stable process.

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I. V. Basawa. "Remarks on Bahadur Optimality of Conditional Tests." Ann. Statist. 8 (6) 1382 - 1387, November, 1980. https://doi.org/10.1214/aos/1176345209