scholarly journals Some Properties of the Asymptotic Relative Pitman Efficiency

1981 ◽  
Vol 9 (3) ◽  
pp. 663-669 ◽  
Author(s):  
Gunter Rothe
Keyword(s):  
Pitman Efficiency

scholarly journals Non-Parametric Tests for Testing of Scale Parameters

2021 ◽  
Vol 19 (1) ◽  
pp. 2-21
Author(s):  
Manish Goyal ◽  
Narinder Kumar
Keyword(s):  
Simulation Study ◽  
Null Distribution ◽  
Asymptotic Power ◽  
Pitman Efficiency ◽  
Scale Parameters ◽  
U Statistics ◽  
Non Parametric

One of the fundamental problems in testing of equality of populations is of testing the equality of scale parameters. The subsequent usages for scale are dispersion, spread and variability. In this paper, we proposed non-parametric tests based on U-Statistics for the testing of equality of scale parameters. The null distribution of proposed tests is developed and its Pitman efficiency is worked out to compare proposed tests with respect to some existing tests. Simulation study is carried out to compute the asymptotic power of proposed tests. An illustrative example is also provided.

scholarly journals Asymptotic relative Pitman efficiency in group models

2003 ◽  
Vol 85 (2) ◽  
pp. 395-415 ◽  
Author(s):  
Ted Chang ◽  
Ming-Tien Tsai
Keyword(s):  
Pitman Efficiency

On the Pitman Efficiency of Sequential Tests

1980 ◽  
Vol 29 (1-2) ◽  
pp. 65-72 ◽  
Author(s):  
Pranab Kumar Sen ◽  
Malay Ghosh
Keyword(s):  
Likelihood Ratio ◽  
Rank Order ◽  
Likelihood Ratio Tests ◽  
Pitman Efficiency ◽  
Probability Ratio ◽  
Sequential Tests ◽  
Sequential Probability Ratio Tests ◽  
Sequential Probability ◽  
Sequential Rank

The paper defines a new notion of Pitman efficiency of sequential tests and examines in the light of this notion the asymptotic relative efficiencies of some sequential rank order tests with respect to the sequential probability ratio tests and sequential likelihood ratio tests.

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