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Asymptotic Z and chi-squared tests with auxiliary information

Author

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  • Mickael Albertus

    (Université Paul Sabatier)

Abstract

The main goal of this article is to study how an auxiliary information can be used to improve the efficiency of two famous statistical tests: the Z-test and the chi-square test. Many definitions of auxiliary information can be found in the statistical literature. In this article, the notion of auxiliary information is discussed from a very general point of view and depends on the relevant test. These two statistical tests are modified so that this information is taken into account. It is shown in particular that the efficiency of these new tests is improved in the sense of Pitman’s ARE. Some statistical examples illustrate the use of this method.

Suggested Citation

  • Mickael Albertus, 2022. "Asymptotic Z and chi-squared tests with auxiliary information," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 859-883, October.
  • Handle: RePEc:spr:metrik:v:85:y:2022:i:7:d:10.1007_s00184-021-00853-y
    DOI: 10.1007/s00184-021-00853-y
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    References listed on IDEAS

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    1. Biao Zhang, 1997. "Quantile Processes in the Presence of Auxiliary Information," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 35-55, March.
    2. H. Konijn, 1981. "Biases, variances and covariances of raking ratio estimators for marginal and cell totals and averages of observed characteristics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 28(1), pages 109-121, December.
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