ASYMPTOTIC RELATIVE EFFICIENCY OF MOOD,S AND MASSEY,S TWO SAMPLE TESTS AGAINST SOME PARAMETRIC ALTERNATIVES
Abstract
The asymptotic relative efficiency of Mood's test against the likelihood ratio test for the change in location of exponential distribution, is derived. Further, this is carried out for all three alternatives for Massey' test. The asymptotic powers are compared with the exact powers to find out how large a sample size is needed before one could use the expressions for the asymptotic power. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1961
- Accession Number
- AD0259004
Entities
People
- F.c. Leone
- I.m. Chakravarti
- J.d. Alanen
Organizations
- Case Western Reserve University