On the Computation of Hodges-Lehmann Efficiency of Test Statistics
An approach to the computation of Bahadur Efficiency was proposed by Bahadur and Raghavachari in their paper in Proceedings of Sixth Berkeley Symposium. The objective of the paper is to exhibit this approach to the Computation of Hodges – Lehmann efficiency for a few examples. Many of the examples are new and these indicate the power of the method which does not entail the Computation of the tail probabilities for the distribution of the test statistic under a specific alternative. Examples include tests relating to normal, poisson, correlation, coefficient, multiple correlation, coefficient and rank tests for one sided distributions.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:|
|Date of revision:|
|Contact details of provider:|| Phone: 91 79 2630 7241|
Fax: 91 79 2630 6896
Web page: http://www.iimahd.ernet.in/publications
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:iim:iimawp:wp00500. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.