Efficiency in de Statistiek*

B. G. Wiggers

Statistica Neerlandica, 1959, vol. 13, issue 3, 261-280

Abstract: Efficiency in Statistics. A survey is given of the concept efficiency, as used in various sectors of mathematical statistics. Fisher has been the first to formulate some exact criteria for comparing the efficiency of estimation methods; essentially it is a matter of the number of observations in relation to the precision of the estimate. However, so called quick and dirty estimates, although less efficient according to Fisher, are very useful in practice. A comparison of distribution‐free and corresponding classic testingmethods is possible with the aid of the concept (local) relative efficiency, as developed by Pitman. It is possible to extend the concept efficiency by the introduction of the element of costs, as shown by various models in the field of social and industrial sampling investigations. However, even then not all efficiency problems have been solved. Finally it is possible to give considerations about efficiency in the case of the design of experiments. It is clear that efficiency in statistics is possible only to a certain extend and further that efficiency i n statistics in itself is quite a problem. Efficiency b y statistics depends as well on the right choice of the statistical model, in dependence on numerous influences of the concrete situation.

Date: 1959
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