The Extremal Large Deviation Rate of the F-Statistic

Abstract

The extremal large deviation rate of the F-statistic over a large class is determined. It is shown that the Bahadur efficiency of the F-test relative to Moses' rank test for equality of variances is zero at every alternative when the distribution of the underlying observations is unspecified.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1979
Accession Number
ADA081960

Entities

People

  • Jayaram Sethuraman
  • L. Barker

Organizations

  • Florida State University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Bernoulli Distribution
  • Convergence
  • Data Science
  • Efficiency
  • Information Science
  • Military Research
  • Normal Distribution
  • Observation
  • Probability
  • Random Variables
  • Sequences
  • Statistical Inference
  • Statistics
  • United States
  • Universities

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.