A LOCALLY MOST POWERFUL RANK TEST FOR THE LOCATION PARAMETER OF A DOUBLE EXPONENTIAL DISTRIBUTION
Abstract
The locally most powerful rank test (L.M.P.R.T.) for the location parameter of the two sided exponential cumulative density function is examined. Comparing this test with the likelihood ratio test and making use of Pittman's definition of asymptotic relative efficiency (A.R.E.) we find that Birnbaum's test is asymptotically efficient. The A.R.E. of the latter to the likelihood ratio test is one for symmetric distribution and otherwise is shown to vary between zero and infinity. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1962
- Accession Number
- AD0290541
Entities
People
- Eugene Laska
Organizations
- New York University